+485.6%
FCX vs CVE
+136.1%
+349.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.6% | +3.2% | +2.9% |
| 7D | -4.9% | -16.1% | +11.2% | +2.1% |
| 30D | -17.1% | -10.4% | -6.8% | -13.7% |
| 3M | -12.7% | -2.4% | -10.3% | -12.7% |
| 6M | -2.0% | -4.4% | +2.5% | -2.4% |
| YTD | +18.1% | +64.9% | -46.9% | -9.3% |
| 1Y | +55.2% | +66.0% | -10.9% | +18.6% |
| 3Y | +74.3% | +57.7% | +16.7% | +33.5% |
| 5Y | +71.9% | +144.7% | -72.8% | +6.2% |
| All | +485.6% | +136.1% | +349.5% | +151.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling