+138.9%
FCX vs CTAS
+114.7%
+24.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | 0.0% | +5.3% | +5.3% |
| 7D | +5.7% | 0.0% | +5.8% | +5.7% |
| 30D | +10.1% | -1.0% | +11.1% | +10.5% |
| 3M | +20.2% | +15.8% | +4.4% | +10.2% |
| 6M | +29.7% | -1.0% | +30.7% | +29.1% |
| YTD | +51.9% | +7.4% | +44.5% | +44.0% |
| 1Y | +66.0% | -0.1% | +66.1% | +63.7% |
| 3Y | +102.7% | +66.3% | +36.4% | +34.4% |
| 5Y | +138.9% | +111.0% | +27.9% | +27.1% |
| All | +138.9% | +114.7% | +24.1% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling