+114.3%
FCX vs RACE
+93.6%
+20.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RACE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +1.1% |
| 7D | -4.9% | -2.5% | -2.3% | -3.7% |
| 30D | +4.8% | +0.8% | +4.0% | +4.4% |
| 3M | +4.6% | +17.2% | -12.5% | -3.0% |
| 6M | +10.8% | +13.6% | -2.8% | +4.0% |
| YTD | +44.2% | +12.2% | +32.0% | +35.3% |
| 1Y | +59.6% | -16.3% | +75.8% | +69.9% |
| 3Y | +82.2% | +36.4% | +45.8% | +36.1% |
| All | +114.3% | +93.6% | +20.8% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RACE.
Daily Out/Under-Performance
Portfolio return minus RACE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RACE 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 RACE 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