+663.9%
FCX vs JCI
+345.2%
+318.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | +0.3% |
| 7D | +3.1% | +4.1% | -1.0% | -0.2% |
| 30D | +8.1% | -3.8% | +11.9% | +11.0% |
| 3M | +18.9% | -1.6% | +20.6% | +19.8% |
| 6M | +26.6% | +9.5% | +17.1% | +16.9% |
| YTD | +51.2% | +21.7% | +29.4% | +27.2% |
| 1Y | +75.6% | +37.1% | +38.4% | +33.8% |
| 3Y | +101.7% | +165.2% | -63.5% | -14.7% |
| 5Y | +134.6% | +110.3% | +24.3% | +17.7% |
| All | +663.9% | +345.2% | +318.7% | +82.1% |
Cumulative growth
Daily Returns
Daily percentage return beside JCI.
Daily Out/Under-Performance
Portfolio return minus JCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JCI 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 JCI 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