+73.2%
FCX vs CRCL
+30.9%
+42.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.9% | -3.7% | -6.4% |
| 7D | -1.9% | -12.5% | +10.6% | -1.0% |
| 30D | +3.4% | +26.9% | -23.5% | +1.5% |
| 3M | +15.0% | +14.4% | +0.6% | +13.1% |
| 6M | +14.6% | -23.5% | +38.2% | +14.5% |
| YTD | +41.2% | +13.9% | +27.3% | +38.0% |
| 1Y | +60.4% | -20.6% | +80.9% | +58.5% |
| All | +73.2% | +30.9% | +42.3% | +74.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling