+83.9%
FCX vs CAPR
+239.1%
-155.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -6.9% | +4.9% | -1.9% |
| 7D | -0.3% | +5.9% | -6.2% | -0.4% |
| 30D | -14.7% | +44.6% | -59.3% | -15.3% |
| 3M | -11.2% | +126.4% | -137.5% | -12.7% |
| 6M | -11.4% | -68.6% | +57.2% | -10.7% |
| YTD | +17.7% | -67.0% | +84.7% | +18.3% |
| 1Y | +47.5% | +65.2% | -17.7% | +39.1% |
| 3Y | +83.9% | +235.6% | -151.7% | +43.7% |
| All | +83.9% | +239.1% | -155.3% | +43.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling