+67.5%
FCX vs CVE
+148.3%
-80.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.5% | -2.7% | -4.8% | -6.3% |
| 7D | -12.5% | -14.1% | +1.6% | -6.7% |
| 30D | -20.0% | -11.6% | -8.4% | -16.0% |
| 3M | -16.4% | 0.0% | -16.4% | -17.6% |
| 6M | +0.8% | -8.4% | +9.2% | +2.1% |
| YTD | +15.1% | +65.9% | -50.8% | -16.2% |
| 1Y | +45.3% | +69.4% | -24.1% | +4.3% |
| 3Y | +70.9% | +55.9% | +15.0% | +23.3% |
| 5Y | +67.5% | +146.2% | -78.7% | -8.5% |
| All | +67.5% | +148.3% | -80.8% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling