+7.1%
CRM vs FCX
+60.8%
-53.7%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.2% | -2.2% | -2.0% |
| 7D | +1.3% | -4.9% | +6.1% | +1.0% |
| 30D | +34.3% | +4.8% | +29.5% | +34.6% |
| 3M | +37.7% | +4.6% | +33.1% | +39.1% |
| 6M | +34.9% | +10.8% | +24.1% | +38.1% |
| YTD | -1.6% | +44.2% | -45.9% | -2.0% |
| 1Y | +7.1% | +59.6% | -52.4% | +4.1% |
| All | +7.1% | +60.8% | -53.7% | +4.1% |
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