+383.2%
FCX vs CPRT
+370.9%
+12.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.4% |
| 7D | +4.4% | -1.5% | +5.9% | +5.3% |
| 30D | -16.3% | +21.4% | -37.7% | -25.4% |
| 3M | -12.5% | +10.4% | -22.9% | -18.9% |
| 6M | -8.0% | -4.3% | -3.7% | -9.0% |
| YTD | +20.1% | -18.3% | +38.4% | +29.6% |
| 1Y | +45.9% | -22.5% | +68.4% | +62.6% |
| 3Y | +86.2% | -34.3% | +120.6% | +123.0% |
| 5Y | +57.1% | -17.8% | +74.9% | +55.8% |
| All | +383.2% | +370.9% | +12.3% | +96.9% |
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