+430.7%
FCX vs CAPR
-64.9%
+495.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.4% | -4.5% | +4.6% |
| 7D | -1.0% | +36.0% | -37.1% | -1.9% |
| 30D | -15.2% | +25.8% | -41.0% | -15.9% |
| 3M | -10.3% | +140.8% | -151.1% | -13.1% |
| 6M | +1.6% | -67.6% | +69.1% | +2.6% |
| YTD | +23.9% | -65.9% | +89.7% | +24.7% |
| 1Y | +58.0% | +66.1% | -8.1% | +42.3% |
| 3Y | +94.6% | +256.9% | -162.3% | +61.5% |
| 5Y | +70.4% | +172.1% | -101.7% | +40.0% |
| 10Y | +430.7% | -64.7% | +495.3% | +296.8% |
| All | +430.7% | -64.9% | +495.6% | +296.8% |
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