+66.0%
FCX vs CAPR
+35.6%
+30.3%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -3.6% | +9.0% | +5.4% |
| 7D | +5.7% | -9.5% | +15.2% | +5.8% |
| 30D | +10.1% | +121.5% | -111.5% | +9.0% |
| 3M | +20.2% | -65.4% | +85.5% | +20.8% |
| 6M | +29.7% | -67.5% | +97.2% | +30.5% |
| YTD | +51.9% | -68.6% | +120.5% | +52.8% |
| 1Y | +66.0% | +42.7% | +23.3% | +62.2% |
| All | +66.0% | +35.6% | +30.3% | +62.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling