+52.7%
FCX vs CPRT
-22.3%
+75.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.4% | +3.4% | +3.0% |
| 7D | -0.8% | -1.4% | +0.6% | -0.9% |
| 30D | -15.1% | +21.5% | -36.5% | -12.9% |
| 3M | -9.6% | +9.4% | -19.0% | -7.9% |
| 6M | -3.1% | -3.3% | +0.3% | -1.0% |
| YTD | +23.4% | -17.8% | +41.3% | +24.8% |
| 1Y | +52.7% | -22.2% | +74.8% | +54.0% |
| All | +52.7% | -22.3% | +75.0% | +54.0% |
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