+85.3%
FCX vs CVE
+72.1%
+13.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.7% |
| 7D | -4.9% | +2.5% | -7.4% | -5.9% |
| 30D | +4.8% | +16.7% | -11.9% | -1.6% |
| 3M | +4.6% | +9.3% | -4.7% | +0.3% |
| 6M | +10.8% | +43.6% | -32.8% | -8.9% |
| YTD | +44.2% | +93.6% | -49.4% | +0.9% |
| 1Y | +59.6% | +98.8% | -39.2% | +8.7% |
| All | +85.3% | +72.1% | +13.3% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling