+74.3%
FCX vs CPRT
-30.7%
+105.0%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.6% | +4.3% | +2.9% |
| 7D | -4.9% | +6.0% | -10.9% | -5.7% |
| 30D | -17.1% | +20.0% | -37.2% | -19.6% |
| 3M | -12.7% | +10.1% | -22.8% | -14.3% |
| 6M | -2.0% | -4.3% | +2.3% | -0.7% |
| YTD | +18.1% | -18.4% | +36.5% | +25.4% |
| 1Y | +55.2% | -20.1% | +75.3% | +65.9% |
| 3Y | +74.3% | -30.4% | +104.7% | +96.7% |
| All | +74.3% | -30.7% | +105.0% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling