+114.3%
FCX vs CAPR
+84.7%
+29.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.3% | -1.1% | +0.2% |
| 7D | -4.9% | -2.0% | -2.9% | -4.8% |
| 30D | +4.8% | +139.2% | -134.4% | +2.5% |
| 3M | +4.6% | -66.4% | +71.0% | +5.6% |
| 6M | +10.8% | -63.1% | +74.0% | +11.6% |
| YTD | +44.2% | -67.4% | +111.6% | +45.5% |
| 1Y | +59.6% | +58.2% | +1.3% | +47.0% |
| 3Y | +82.2% | +42.2% | +40.0% | +49.2% |
| All | +114.3% | +84.7% | +29.6% | +51.0% |
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