+84.6%
FCX vs CARR
-0.1%
+84.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.3% | -4.3% | -5.4% |
| 7D | -1.9% | -4.1% | +2.3% | +0.3% |
| 30D | +3.4% | -11.0% | +14.4% | +9.5% |
| 3M | +15.0% | -16.4% | +31.4% | +25.2% |
| 6M | +14.6% | -2.4% | +17.0% | +13.8% |
| YTD | +41.2% | +8.4% | +32.8% | +32.0% |
| 1Y | +60.4% | -8.0% | +68.4% | +63.6% |
| All | +84.6% | -0.1% | +84.7% | +73.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling