+156.0%
FCX vs CRBG
+117.3%
+38.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.8% |
| 7D | -2.3% | +0.6% | -2.9% | -2.6% |
| 30D | +2.7% | +2.6% | 0.0% | +1.1% |
| 3M | +7.4% | +24.0% | -16.6% | -2.9% |
| 6M | +16.0% | +50.5% | -34.5% | -4.5% |
| YTD | +40.9% | +17.1% | +23.8% | +28.7% |
| 1Y | +56.4% | +5.9% | +50.6% | +49.4% |
| 3Y | +84.2% | +122.7% | -38.5% | +22.5% |
| All | +156.0% | +117.3% | +38.7% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 all: compounded portfolio wealth divided by compounded CRBG 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…
all analysis · Full analysis span regression · 6 months rolling