+701.1%
FCX vs CAPR
-77.1%
+778.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.6% | +9.0% | +5.5% |
| 7D | +5.7% | -9.5% | +15.2% | +6.0% |
| 30D | +10.1% | +121.5% | -111.5% | +7.0% |
| 3M | +20.2% | -65.4% | +85.5% | +21.4% |
| 6M | +29.7% | -67.5% | +97.2% | +31.2% |
| YTD | +51.9% | -68.6% | +120.5% | +53.6% |
| 1Y | +66.0% | +42.7% | +23.3% | +49.9% |
| 3Y | +102.7% | +43.4% | +59.4% | +73.5% |
| 5Y | +138.9% | +86.0% | +52.8% | +98.3% |
| 10Y | +701.1% | -77.4% | +778.5% | +550.9% |
| All | +701.1% | -77.1% | +778.2% | +550.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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