+276.1%
FCX vs CAPR
-99.1%
+375.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +2.4% |
| 3M | +4.6% | -66.4% | +71.0% | +5.5% |
| 6M | +10.8% | -63.1% | +74.0% | +11.5% |
| YTD | +44.2% | -67.4% | +111.6% | +45.3% |
| 1Y | +59.6% | +58.2% | +1.3% | +47.7% |
| 3Y | +82.2% | +42.2% | +40.0% | +64.2% |
| 5Y | +115.6% | +87.3% | +28.4% | +90.9% |
| 10Y | +670.6% | -75.3% | +745.8% | +544.0% |
| All | +276.1% | -99.1% | +375.1% | +207.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling