+373.5%
FCX vs CRL
+350.3%
+23.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.6% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -14.7% | +11.9% | -26.6% | -19.7% |
| 3M | -11.2% | +20.2% | -31.3% | -19.2% |
| 6M | -11.4% | +107.5% | -118.9% | -38.6% |
| YTD | +17.7% | +69.4% | -51.7% | -11.7% |
| 1Y | +47.5% | +99.7% | -52.2% | +2.1% |
| 3Y | +83.9% | +98.8% | -14.9% | +13.7% |
| 5Y | +54.0% | -12.4% | +66.4% | +48.6% |
| All | +373.5% | +350.3% | +23.3% | +49.4% |
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