+70.4%
FCX vs CTAS
+114.0%
-43.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.5% | +4.7% |
| 7D | -1.0% | -0.7% | -0.3% | -0.7% |
| 30D | -15.2% | +10.3% | -25.5% | -19.1% |
| 3M | -10.3% | +10.2% | -20.5% | -14.4% |
| 6M | +1.6% | +34.4% | -32.8% | -13.8% |
| YTD | +23.9% | +19.6% | +4.3% | +11.6% |
| 1Y | +58.0% | +21.8% | +36.2% | +40.8% |
| 3Y | +94.6% | +74.1% | +20.5% | +28.2% |
| 5Y | +70.4% | +114.0% | -43.7% | -9.0% |
| All | +70.4% | +114.0% | -43.6% | -9.0% |
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