+122.5%
CRWV vs FCX
+81.5%
+41.0%
-66.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | 0.0% |
| 7D | -0.4% | -2.3% | +1.9% | +1.6% |
| 30D | -17.4% | +2.7% | -20.1% | -19.4% |
| 3M | -7.1% | +7.4% | -14.4% | -11.5% |
| 6M | +8.6% | +16.0% | -7.4% | -4.1% |
| YTD | +24.3% | +40.9% | -16.7% | -4.1% |
| 1Y | -21.0% | +56.4% | -77.5% | -44.4% |
| All | +122.5% | +81.5% | +41.0% | +26.7% |
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