-4.9%
SHOP vs FCX
+58.1%
-63.0%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +7.0% |
| 7D | -9.0% | -6.0% | -3.0% | -7.7% |
| 30D | -4.4% | -13.6% | +9.2% | -1.4% |
| 3M | +24.1% | -6.8% | +30.9% | +25.9% |
| 6M | +20.0% | +13.2% | +6.8% | +13.9% |
| YTD | -4.9% | +24.4% | -29.3% | -18.5% |
| 1Y | -4.9% | +60.3% | -65.2% | -33.6% |
| All | -4.9% | +58.1% | -63.0% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 FCX 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