+653.3%
FCX vs CVE
+159.5%
+493.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.8% |
| 7D | -4.9% | +2.5% | -7.4% | -6.0% |
| 30D | +4.8% | +16.7% | -11.9% | -2.3% |
| 3M | +4.6% | +9.3% | -4.7% | -0.5% |
| 6M | +10.8% | +43.6% | -32.8% | -8.2% |
| YTD | +44.2% | +93.6% | -49.4% | +4.2% |
| 1Y | +59.6% | +98.8% | -39.2% | +13.1% |
| 3Y | +82.2% | +73.6% | +8.7% | +34.6% |
| 5Y | +115.6% | +312.5% | -196.9% | +7.8% |
| All | +653.3% | +159.5% | +493.8% | +218.7% |
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