+97.6%
FCX vs CTAS
+66.0%
+31.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | +3.1% | +1.0% | +2.1% | +2.9% |
| 30D | +8.1% | -1.1% | +9.2% | +8.4% |
| 3M | +18.9% | +11.5% | +7.4% | +14.5% |
| 6M | +26.6% | +0.2% | +26.4% | +26.6% |
| YTD | +51.2% | +7.2% | +44.0% | +47.1% |
| 1Y | +75.6% | 0.0% | +75.6% | +75.3% |
| All | +97.6% | +66.0% | +31.6% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling