+1,325.8%
CRWD vs FCX
+634.3%
+691.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.0% | -2.3% | -0.7% | -2.5% |
| 30D | -6.8% | +2.7% | -9.5% | -8.0% |
| 3M | +19.6% | +7.4% | +12.2% | +16.2% |
| 6M | +87.1% | +16.0% | +71.1% | +76.3% |
| YTD | +76.4% | +40.9% | +35.5% | +56.0% |
| 1Y | +90.8% | +56.4% | +34.4% | +62.4% |
| 3Y | +380.0% | +84.2% | +295.8% | +277.9% |
| 5Y | +215.6% | +114.6% | +101.0% | +132.2% |
| All | +1,325.8% | +634.3% | +691.5% | +555.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling