+613.6%
FCX vs CPRT
+392.8%
+220.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -4.0% | -2.6% | -4.3% |
| 7D | -1.9% | -8.4% | +6.6% | +3.2% |
| 30D | +3.4% | +4.6% | -1.2% | 0.0% |
| 3M | +15.0% | -1.9% | +16.9% | +13.8% |
| 6M | +14.6% | -15.3% | +30.0% | +23.4% |
| YTD | +41.2% | -21.5% | +62.7% | +57.7% |
| 1Y | +60.4% | -36.6% | +97.0% | +105.1% |
| 3Y | +88.4% | -31.2% | +119.6% | +119.3% |
| 5Y | +115.0% | -14.1% | +129.2% | +107.4% |
| All | +613.6% | +392.8% | +220.8% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CPRT.
Daily Out/Under-Performance
Portfolio return minus CPRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPRT 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 CPRT 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