+110.4%
FCX vs S
-56.8%
+167.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.2% |
| 7D | -4.9% | -7.7% | +2.8% | -3.8% |
| 30D | +4.8% | -5.3% | +10.1% | +5.2% |
| 3M | +4.6% | +20.3% | -15.7% | +0.9% |
| 6M | +10.8% | +47.4% | -36.5% | +2.7% |
| YTD | +44.2% | +32.5% | +11.7% | +35.4% |
| 1Y | +59.6% | +9.5% | +50.0% | +54.2% |
| 3Y | +82.2% | +15.5% | +66.7% | +69.5% |
| 5Y | +115.6% | -71.2% | +186.8% | +128.0% |
| All | +110.4% | -56.8% | +167.2% | +118.9% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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