+53.6%
FCX vs CPRT
-20.1%
+73.8%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.6% | +3.3% | +5.1% |
| 7D | -1.0% | +1.6% | -2.6% | -0.9% |
| 30D | -15.2% | +18.8% | -34.0% | -13.3% |
| 3M | -10.3% | +9.4% | -19.7% | -8.6% |
| 6M | +1.6% | -4.4% | +6.0% | +3.9% |
| YTD | +23.9% | -17.1% | +41.0% | +25.3% |
| All | +53.6% | -20.1% | +73.8% | +51.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling