+114.3%
FCX vs CPRT
-7.1%
+121.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -4.9% | +2.2% | -7.1% | -5.8% |
| 30D | +4.8% | +16.6% | -11.8% | -1.9% |
| 3M | +4.6% | +9.6% | -5.0% | -0.5% |
| 6M | +10.8% | -11.1% | +21.9% | +16.1% |
| YTD | +44.2% | -13.9% | +58.1% | +52.4% |
| 1Y | +59.6% | -32.5% | +92.1% | +91.7% |
| 3Y | +82.2% | -25.0% | +107.3% | +99.0% |
| All | +114.3% | -7.1% | +121.4% | +91.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling