+1,015.5%
FCX vs STZ
+2,544.8%
-1,529.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.5% |
| 7D | -4.9% | -1.9% | -2.9% | -4.3% |
| 30D | +4.8% | -1.9% | +6.7% | +5.2% |
| 3M | +4.6% | -6.2% | +10.9% | +6.1% |
| 6M | +10.8% | -14.0% | +24.8% | +15.1% |
| YTD | +44.2% | -5.1% | +49.3% | +44.4% |
| 1Y | +59.6% | -9.6% | +69.1% | +61.8% |
| 3Y | +82.2% | -47.2% | +129.5% | +116.5% |
| 5Y | +115.6% | -33.6% | +149.2% | +137.4% |
| 10Y | +670.6% | -9.8% | +680.3% | +664.0% |
| All | +1,015.5% | +2,544.8% | -1,529.4% | +433.7% |
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 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