+138.9%
FCX vs STZ
-36.5%
+175.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -5.6% | +11.0% | +7.1% |
| 7D | +5.7% | -7.4% | +13.1% | +8.1% |
| 30D | +10.1% | -10.9% | +20.9% | +13.7% |
| 3M | +20.2% | -13.4% | +33.6% | +25.1% |
| 6M | +29.7% | -16.2% | +45.9% | +35.6% |
| YTD | +51.9% | -10.4% | +62.4% | +53.3% |
| 1Y | +66.0% | -14.8% | +80.7% | +70.5% |
| 3Y | +102.7% | -50.1% | +152.9% | +162.1% |
| 5Y | +138.9% | -38.8% | +177.6% | +145.3% |
| All | +138.9% | -36.5% | +175.4% | +145.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling