+59.6%
FCX vs CART
+14.4%
+45.1%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.2% |
| 7D | -4.9% | +1.0% | -5.9% | -4.9% |
| 30D | +4.8% | +12.6% | -7.8% | +5.1% |
| 3M | +4.6% | +23.1% | -18.5% | +5.4% |
| 6M | +10.8% | +39.5% | -28.7% | +11.9% |
| YTD | +44.2% | +13.5% | +30.7% | +46.4% |
| 1Y | +59.6% | +14.9% | +44.7% | +53.2% |
| All | +59.6% | +14.4% | +45.1% | +53.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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