+47.5%
FCX vs CART
+49.3%
-1.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.0% |
| 7D | -0.3% | +1.3% | -1.6% | -0.3% |
| 30D | -14.7% | +19.2% | -33.9% | -13.9% |
| 3M | -11.2% | +17.6% | -28.7% | -10.4% |
| 6M | -11.4% | +47.4% | -58.7% | -9.5% |
| YTD | +17.7% | +30.9% | -13.2% | +22.6% |
| 1Y | +47.5% | +46.0% | +1.5% | +51.6% |
| All | +47.5% | +49.3% | -1.8% | +51.6% |
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