+373.5%
FCX vs STZ
+13.4%
+360.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.3% |
| 7D | -0.3% | +2.6% | -2.9% | -1.5% |
| 30D | -14.7% | +15.2% | -29.9% | -20.7% |
| 3M | -11.2% | +7.6% | -18.8% | -15.3% |
| 6M | -11.4% | +5.3% | -16.7% | -15.4% |
| YTD | +17.7% | +8.6% | +9.1% | +8.6% |
| 1Y | +47.5% | +15.6% | +31.9% | +31.2% |
| 3Y | +83.9% | -35.2% | +119.0% | +117.7% |
| 5Y | +54.0% | -29.1% | +83.0% | +70.1% |
| All | +373.5% | +13.4% | +360.2% | +305.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling