+92.5%
FCX vs CRL
+41.7%
+50.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.7% |
| 7D | -4.9% | -1.0% | -3.8% | -4.6% |
| 30D | +4.8% | +10.7% | -5.8% | +1.9% |
| 3M | +4.6% | +55.3% | -50.7% | -8.3% |
| 6M | +10.8% | +60.7% | -49.8% | -4.4% |
| YTD | +44.2% | +44.6% | -0.4% | +27.4% |
| 1Y | +59.6% | +77.7% | -18.2% | +31.8% |
| All | +92.5% | +41.7% | +50.7% | +57.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling