+1,232.4%
FCX vs CARR
+421.5%
+810.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.9% |
| 7D | -2.3% | -3.8% | +1.5% | -0.5% |
| 30D | +2.7% | -8.9% | +11.6% | +7.2% |
| 3M | +7.4% | -17.3% | +24.7% | +16.8% |
| 6M | +16.0% | -1.4% | +17.4% | +15.2% |
| YTD | +40.9% | +10.0% | +30.9% | +32.5% |
| 1Y | +56.4% | -6.4% | +62.8% | +58.5% |
| 3Y | +84.2% | +1.5% | +82.7% | +76.6% |
| 5Y | +114.6% | +9.3% | +105.3% | +92.1% |
| All | +1,232.4% | +421.5% | +810.9% | +802.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling