+72.9%
FCX vs CRCL
+31.3%
+41.6%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -2.3% | -11.2% | +8.9% | -1.5% |
| 30D | +2.7% | +27.1% | -24.4% | +0.8% |
| 3M | +7.4% | +9.6% | -2.3% | +5.9% |
| 6M | +16.0% | -19.7% | +35.7% | +15.6% |
| YTD | +40.9% | +14.2% | +26.7% | +37.7% |
| 1Y | +56.4% | -32.2% | +88.7% | +54.1% |
| All | +72.9% | +31.3% | +41.6% | +74.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling