+380.0%
CRWD vs FCX
+82.9%
+297.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -1.0% |
| 7D | -3.0% | -2.3% | -0.7% | -2.6% |
| 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% | +54.4% |
| 1Y | +90.8% | +56.4% | +34.4% | +59.8% |
| 3Y | +380.0% | +84.2% | +295.8% | +276.6% |
| All | +380.0% | +82.9% | +297.0% | +276.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling