+66.0%
FCX vs STZ
-16.0%
+82.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.6% | +11.0% | +5.4% |
| 7D | +5.7% | -7.4% | +13.1% | +5.9% |
| 30D | +10.1% | -10.9% | +20.9% | +10.3% |
| 3M | +20.2% | -13.4% | +33.6% | +20.8% |
| 6M | +29.7% | -16.2% | +45.9% | +30.8% |
| YTD | +51.9% | -10.4% | +62.4% | +49.9% |
| 1Y | +66.0% | -14.8% | +80.7% | +60.7% |
| All | +66.0% | -16.0% | +82.0% | +60.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling