+76.4%
FCX vs CRL
+67.6%
+8.8%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.7% | +8.0% | +6.1% |
| 7D | +5.7% | -0.6% | +6.3% | +5.8% |
| 30D | +10.1% | +5.0% | +5.1% | +8.7% |
| 3M | +20.2% | +50.6% | -30.4% | +7.4% |
| 6M | +29.7% | +60.9% | -31.3% | +13.0% |
| YTD | +51.9% | +40.7% | +11.2% | +35.2% |
| All | +76.4% | +67.6% | +8.8% | +43.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling