-61.8%
CRWV vs FCX
+46.5%
-108.3%
-68.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.8% | -7.5% | -2.3% | -3.5% |
| 7D | -28.1% | -12.5% | -15.7% | -19.5% |
| 30D | -52.4% | -20.0% | -32.4% | -42.0% |
| 3M | -51.4% | -16.4% | -35.1% | -43.3% |
| 6M | -65.9% | +0.8% | -66.7% | -65.6% |
| YTD | -39.0% | +15.1% | -54.1% | -49.1% |
| 1Y | -61.8% | +45.3% | -107.2% | -75.5% |
| All | -61.8% | +46.5% | -108.3% | -75.5% |
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