+60.3%
FCX vs CRCL
-33.1%
+93.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.2% | +0.1% | +1.2% |
| 7D | -6.0% | -6.8% | +0.8% | -5.2% |
| 30D | -13.6% | -8.6% | -5.0% | -12.7% |
| 3M | -6.8% | +20.3% | -27.1% | -9.6% |
| 6M | +13.2% | -36.3% | +49.5% | +15.9% |
| YTD | +24.4% | -4.0% | +28.4% | +21.7% |
| 1Y | +60.3% | -31.6% | +91.9% | +65.3% |
| All | +60.3% | -33.1% | +93.4% | +65.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CRCL.
Daily Out/Under-Performance
Portfolio return minus CRCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRCL 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 CRCL 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