+5,648.9%
CRM vs FCX
+646.9%
+5,002.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -6.6% | +6.1% | +1.3% |
| 7D | -8.1% | -1.9% | -6.2% | -7.8% |
| 30D | +23.1% | +3.4% | +19.7% | +21.3% |
| 3M | +42.5% | +15.0% | +27.6% | +35.1% |
| 6M | +25.3% | +14.6% | +10.7% | +17.1% |
| YTD | -7.8% | +41.2% | -49.0% | -19.7% |
| 1Y | +1.0% | +60.4% | -59.3% | -16.0% |
| 3Y | +10.0% | +88.4% | -78.4% | -15.9% |
| 5Y | -3.9% | +115.0% | -118.9% | -32.2% |
| 10Y | +233.2% | +669.9% | -436.7% | +36.6% |
| All | +5,648.9% | +646.9% | +5,002.0% | +1,457.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling