+827.0%
FCX vs STZ
+2,926.3%
-2,099.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.2% | -3.2% |
| 7D | -2.4% | +5.3% | -7.7% | -3.9% |
| 30D | -18.0% | +19.6% | -37.6% | -22.7% |
| 3M | -14.3% | +10.0% | -24.2% | -17.5% |
| 6M | -1.7% | -0.3% | -1.5% | -3.1% |
| YTD | +19.8% | +8.6% | +11.3% | +14.2% |
| 1Y | +48.6% | +16.6% | +32.1% | +38.3% |
| 3Y | +85.8% | -34.8% | +120.6% | +104.9% |
| 5Y | +72.2% | -27.8% | +100.1% | +83.4% |
| 10Y | +386.3% | +12.5% | +373.8% | +349.5% |
| All | +827.0% | +2,926.3% | -2,099.4% | +322.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling