+724.2%
FCX vs CRL
+244.4%
+479.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 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