+395.9%
FCX vs CRL
+358.0%
+37.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.9% | +3.9% | +3.4% |
| 7D | -0.8% | +5.0% | -5.8% | -2.9% |
| 30D | -15.1% | +13.5% | -28.6% | -20.5% |
| 3M | -9.6% | +21.5% | -31.1% | -18.2% |
| 6M | -3.1% | +103.4% | -106.5% | -32.2% |
| YTD | +23.4% | +71.8% | -48.3% | -8.0% |
| 1Y | +52.7% | +97.5% | -44.9% | +6.2% |
| 3Y | +91.4% | +99.2% | -7.9% | +18.4% |
| 5Y | +62.7% | -12.1% | +74.9% | +57.2% |
| 10Y | +395.9% | +359.2% | +36.7% | +55.2% |
| All | +395.9% | +358.0% | +37.8% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling