+60.3%
FCX vs CARR
-1.4%
+61.7%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.1% |
| 7D | -6.0% | -0.7% | -5.3% | -5.7% |
| 30D | -13.6% | +0.3% | -13.9% | -13.7% |
| 3M | -6.8% | -14.9% | +8.1% | -0.5% |
| 6M | +13.2% | -14.9% | +28.0% | +20.2% |
| YTD | +24.4% | +7.0% | +17.4% | +20.4% |
| 1Y | +60.3% | -1.8% | +62.0% | +59.9% |
| All | +60.3% | -1.4% | +61.7% | +59.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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