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  • FCX vs CRL✓SelectedUSD · CRLFCX vs CRL performance historyLatest closeAs of-0.51%09/09
Stock and ETF performance explorer

FCX vs CRL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+724.2%
CRL return
+244.4%
Excess return
+479.7%
Maximum drawdown
-72.6%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 10y.

Portfolio and benchmark returns by period
PeriodPortfolioCRLExcessAlpha
1D-0.5%-0.9%+0.3%-0.1%
7D+3.1%-4.6%+7.7%+5.3%
30D+8.1%+0.5%+7.6%+7.9%
3M+18.9%+46.6%-27.7%-1.7%
6M+26.6%+57.3%-30.7%0.0%
YTD+51.2%+39.5%+11.6%+25.2%
1Y+75.6%+76.9%-1.3%+28.1%
3Y+101.7%+39.4%+62.4%+50.5%
5Y+134.6%-37.2%+171.8%+171.3%
10Y+724.2%+253.4%+470.7%+159.2%
All+724.2%+244.4%+479.7%+159.2%

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