+72.3%
FCX vs S
-52.7%
+125.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.6% | +1.0% | +2.4% |
| 7D | -4.9% | -13.4% | +8.6% | -2.9% |
| 30D | -17.1% | -14.0% | -3.1% | -15.4% |
| 3M | -12.7% | +4.9% | -17.5% | -14.0% |
| 6M | -2.0% | +42.0% | -44.0% | -8.5% |
| YTD | +18.1% | +45.1% | -27.1% | +8.9% |
| 1Y | +55.2% | +33.1% | +22.1% | +44.8% |
| 3Y | +74.3% | +40.6% | +33.7% | +56.9% |
| 5Y | +71.9% | -67.5% | +139.4% | +78.8% |
| All | +72.3% | -52.7% | +125.0% | +76.0% |
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