+724.2%
FCX vs STZ
-13.0%
+737.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.7% |
| 7D | +3.1% | -6.0% | +9.1% | +5.9% |
| 30D | +8.1% | -8.9% | +17.0% | +12.4% |
| 3M | +18.9% | -12.6% | +31.5% | +25.5% |
| 6M | +26.6% | -17.2% | +43.8% | +35.9% |
| YTD | +51.2% | -10.0% | +61.2% | +53.9% |
| 1Y | +75.6% | -14.3% | +89.9% | +82.4% |
| 3Y | +101.7% | -49.9% | +151.6% | +173.0% |
| 5Y | +134.6% | -38.2% | +172.9% | +177.3% |
| 10Y | +724.2% | -12.0% | +736.1% | +670.0% |
| All | +724.2% | -13.0% | +737.2% | +670.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STZ.
Daily Out/Under-Performance
Portfolio return minus STZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STZ 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded STZ 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling