+126.7%
FCX vs CRL
-35.7%
+162.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.7% | +1.9% | +0.8% |
| 7D | -4.9% | -1.0% | -3.8% | -4.5% |
| 30D | +4.8% | +10.7% | -5.8% | +1.5% |
| 3M | +4.6% | +55.3% | -50.7% | -9.9% |
| 6M | +10.8% | +60.7% | -49.8% | -6.2% |
| YTD | +44.2% | +44.6% | -0.4% | +25.5% |
| 1Y | +59.6% | +77.7% | -18.2% | +28.8% |
| 3Y | +82.2% | +37.6% | +44.6% | +51.7% |
| All | +126.7% | -35.7% | +162.4% | +115.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling