+687.2%
FCX vs CTVA
+223.3%
+463.9%
-60.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.8% |
| 7D | -4.9% | +4.9% | -9.8% | -8.0% |
| 30D | +4.8% | +11.9% | -7.1% | -2.9% |
| 3M | +4.6% | +13.7% | -9.1% | -5.4% |
| 6M | +10.8% | +13.1% | -2.3% | -0.1% |
| YTD | +44.2% | +32.0% | +12.3% | +17.1% |
| 1Y | +59.6% | +22.1% | +37.5% | +35.3% |
| 3Y | +82.2% | +77.5% | +4.8% | +16.0% |
| 5Y | +115.6% | +106.3% | +9.3% | +24.1% |
| All | +687.2% | +223.3% | +463.9% | +216.5% |
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