+61.5%
FCX vs CAPR
+142.6%
-81.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +4.7% | -2.0% | +2.5% |
| 7D | -4.9% | +41.1% | -45.9% | -5.6% |
| 30D | -17.1% | +11.1% | -28.2% | -17.4% |
| 3M | -12.7% | +115.3% | -128.0% | -14.5% |
| 6M | -2.0% | -73.8% | +71.9% | -0.6% |
| YTD | +18.1% | -68.8% | +86.9% | +19.0% |
| 1Y | +55.2% | +43.3% | +11.9% | +43.8% |
| 3Y | +74.3% | +214.7% | -140.4% | +32.1% |
| All | +61.5% | +142.6% | -81.1% | +16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling