+813.3%
FCX vs STZ
+2,852.7%
-2,039.4%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.2% |
| 7D | -4.9% | +4.9% | -9.8% | -6.3% |
| 30D | -17.1% | +20.9% | -38.0% | -22.3% |
| 3M | -12.7% | +8.0% | -20.6% | -15.5% |
| 6M | -2.0% | -5.3% | +3.3% | -1.8% |
| YTD | +18.1% | +5.9% | +12.2% | +13.4% |
| 1Y | +55.2% | +14.2% | +41.0% | +45.2% |
| 3Y | +74.3% | -37.0% | +111.3% | +94.2% |
| 5Y | +71.9% | -29.7% | +101.6% | +84.5% |
| 10Y | +498.4% | +5.2% | +493.2% | +462.1% |
| All | +813.3% | +2,852.7% | -2,039.4% | +318.9% |
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