+724.2%
FCX vs CTAS
+665.9%
+58.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +3.1% | +1.0% | +2.1% | +2.4% |
| 30D | +8.1% | -1.1% | +9.2% | +8.8% |
| 3M | +18.9% | +11.5% | +7.4% | +8.3% |
| 6M | +26.6% | +0.2% | +26.4% | +23.5% |
| YTD | +51.2% | +7.2% | +44.0% | +39.8% |
| 1Y | +75.6% | 0.0% | +75.6% | +70.0% |
| 3Y | +101.7% | +65.9% | +35.8% | +26.6% |
| 5Y | +134.6% | +109.6% | +25.1% | +20.7% |
| 10Y | +724.2% | +683.8% | +40.4% | +50.3% |
| All | +724.2% | +665.9% | +58.3% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded CTAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling