+2,033.2%
FCX vs CRL
+1,630.9%
+402.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +7.8% | -5.2% | -0.3% |
| 7D | -4.9% | -6.1% | +1.2% | -2.9% |
| 30D | -17.1% | +12.4% | -29.5% | -21.3% |
| 3M | -12.7% | +27.1% | -39.8% | -21.0% |
| 6M | -2.0% | +85.7% | -87.7% | -24.5% |
| YTD | +18.1% | +69.2% | -51.1% | -6.6% |
| 1Y | +55.2% | +97.5% | -42.3% | +15.5% |
| 3Y | +74.3% | +86.1% | -11.8% | +23.6% |
| 5Y | +71.9% | -10.0% | +81.9% | +57.0% |
| 10Y | +498.4% | +395.0% | +103.4% | +190.2% |
| All | +2,033.2% | +1,630.9% | +402.3% | +677.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling