+395.9%
FCX vs CVE
+144.4%
+251.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.7% | +0.3% | +1.9% |
| 7D | -0.8% | +0.1% | -0.8% | -0.7% |
| 30D | -15.1% | -10.8% | -4.2% | -11.3% |
| 3M | -9.6% | -4.3% | -5.3% | -8.8% |
| 6M | -3.1% | -1.5% | -1.6% | -4.7% |
| YTD | +23.4% | +70.7% | -47.3% | -6.5% |
| 1Y | +52.7% | +58.1% | -5.4% | +19.4% |
| 3Y | +91.4% | +69.8% | +21.5% | +42.1% |
| 5Y | +62.7% | +148.9% | -86.2% | -0.2% |
| 10Y | +395.9% | +143.5% | +252.3% | +105.8% |
| All | +395.9% | +144.4% | +251.4% | +105.8% |
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