+1,015.5%
FCX vs ENB
+7,996.0%
-6,980.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ENB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.9% |
| 7D | -4.9% | -0.2% | -4.6% | -4.8% |
| 30D | +4.8% | -2.2% | +7.0% | +6.2% |
| 3M | +4.6% | -10.5% | +15.1% | +12.5% |
| 6M | +10.8% | -5.1% | +15.9% | +13.4% |
| YTD | +44.2% | +9.0% | +35.3% | +32.6% |
| 1Y | +59.6% | +8.2% | +51.4% | +47.2% |
| 3Y | +82.2% | +67.8% | +14.5% | +20.0% |
| 5Y | +115.6% | +69.4% | +46.2% | +44.4% |
| 10Y | +670.6% | +117.5% | +553.0% | +327.3% |
| All | +1,015.5% | +7,996.0% | -6,980.6% | +231.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ENB.
Daily Out/Under-Performance
Portfolio return minus ENB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ENB 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 all: compounded portfolio wealth divided by compounded ENB 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…
all analysis · Full analysis span regression · 6 months rolling