+84.2%
FCX vs CRH
+70.5%
+13.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.0% | -1.2% | -0.8% |
| 7D | -2.3% | -6.1% | +3.8% | +1.3% |
| 30D | +2.7% | -9.3% | +11.9% | +8.8% |
| 3M | +7.4% | -15.2% | +22.6% | +18.0% |
| 6M | +16.0% | -14.2% | +30.2% | +26.4% |
| YTD | +40.9% | -28.3% | +69.2% | +69.9% |
| 1Y | +56.4% | -21.8% | +78.2% | +78.1% |
| 3Y | +84.2% | +71.6% | +12.6% | +45.0% |
| All | +84.2% | +70.5% | +13.7% | +45.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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