+1,336.4%
FCX vs CARR
+436.5%
+899.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.0% | +6.4% | +5.8% |
| 7D | +5.7% | +3.2% | +2.5% | +4.1% |
| 30D | +10.1% | -7.7% | +17.7% | +14.1% |
| 3M | +20.2% | -11.9% | +32.1% | +26.8% |
| 6M | +29.7% | +2.0% | +27.6% | +26.6% |
| YTD | +51.9% | +13.2% | +38.8% | +40.9% |
| 1Y | +66.0% | -8.5% | +74.5% | +70.0% |
| 3Y | +102.7% | +5.0% | +97.8% | +91.3% |
| 5Y | +138.9% | +12.0% | +126.9% | +111.2% |
| All | +1,336.4% | +436.5% | +899.9% | +859.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling