+87.6%
FCX vs CTVA
+45.6%
+42.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -24.3% | +21.6% | +5.2% |
| 7D | +4.4% | -23.7% | +28.1% | +12.5% |
| 30D | -16.3% | -31.2% | +14.9% | -6.5% |
| 3M | -12.5% | -18.7% | +6.3% | -10.3% |
| 6M | -8.0% | -25.5% | +17.5% | -2.8% |
| YTD | +20.1% | -8.0% | +28.1% | +13.0% |
| 1Y | +45.9% | -7.0% | +52.9% | +36.4% |
| All | +87.6% | +45.6% | +42.0% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CTVA.
Daily Out/Under-Performance
Portfolio return minus CTVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTVA 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 CTVA 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