+52.7%
FCX vs CAPR
+90.5%
-37.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +26.5% | -23.5% | +2.7% |
| 7D | -0.8% | +25.8% | -26.6% | -1.1% |
| 30D | -15.1% | +50.2% | -65.3% | -15.5% |
| 3M | -9.6% | +185.5% | -195.1% | -10.8% |
| 6M | -3.1% | -64.8% | +61.8% | -2.6% |
| YTD | +23.4% | -61.1% | +84.6% | +23.7% |
| 1Y | +52.7% | +81.0% | -28.3% | +48.2% |
| All | +52.7% | +90.5% | -37.8% | +48.2% |
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