0.0%
SHOP vs FCX
+60.8%
-60.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.8% | -0.6% |
| 7D | -5.1% | -4.9% | -0.2% | -3.9% |
| 30D | +0.6% | +4.8% | -4.2% | -0.6% |
| 3M | +25.0% | +4.6% | +20.4% | +23.6% |
| 6M | +11.9% | +10.8% | +1.1% | +7.7% |
| YTD | -9.9% | +44.2% | -54.1% | -22.3% |
| 1Y | 0.0% | +59.6% | -59.6% | -20.0% |
| All | 0.0% | +60.8% | -60.8% | -20.0% |
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