+1,015.5%
FCX vs CTAS
+8,642.7%
-7,627.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.4% |
| 7D | -4.9% | -1.8% | -3.0% | -4.1% |
| 30D | +4.8% | -0.2% | +5.0% | +4.9% |
| 3M | +4.6% | +11.7% | -7.1% | -1.3% |
| 6M | +10.8% | +0.7% | +10.1% | +8.8% |
| YTD | +44.2% | +7.4% | +36.8% | +37.5% |
| 1Y | +59.6% | -2.1% | +61.7% | +58.1% |
| 3Y | +82.2% | +62.9% | +19.3% | +42.6% |
| 5Y | +115.6% | +111.9% | +3.7% | +50.8% |
| 10Y | +670.6% | +652.2% | +18.4% | +237.5% |
| All | +1,015.5% | +8,642.7% | -7,627.2% | +167.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling