+1,333.1%
CRWD vs FCX
+687.6%
+645.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.5% | -0.9% |
| 7D | +2.2% | +3.1% | -1.0% | +1.2% |
| 30D | -7.7% | +8.1% | -15.8% | -10.0% |
| 3M | +28.9% | +18.9% | +9.9% | +22.0% |
| 6M | +91.5% | +26.6% | +64.9% | +76.4% |
| YTD | +77.3% | +51.2% | +26.2% | +54.0% |
| 1Y | +96.3% | +75.6% | +20.7% | +62.0% |
| 3Y | +394.5% | +101.7% | +292.8% | +280.4% |
| 5Y | +213.5% | +134.6% | +78.8% | +125.5% |
| All | +1,333.1% | +687.6% | +645.5% | +546.8% |
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