+542.6%
FCX vs CTVA
+131.3%
+411.3%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.6% | -4.6% | -3.5% |
| 7D | -0.3% | -20.8% | +20.5% | +11.1% |
| 30D | -14.7% | -29.6% | +14.9% | +1.7% |
| 3M | -11.2% | -16.9% | +5.7% | -6.9% |
| 6M | -11.4% | -24.3% | +12.9% | -2.5% |
| YTD | +17.7% | -5.6% | +23.3% | +10.9% |
| 1Y | +47.5% | -4.2% | +51.7% | +37.4% |
| 3Y | +83.9% | +43.3% | +40.6% | +25.1% |
| 5Y | +54.0% | +35.7% | +18.2% | +9.5% |
| All | +542.6% | +131.3% | +411.3% | +199.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling