+373.5%
FCX vs CRS
+790.4%
-416.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -0.6% |
| 7D | -0.3% | +4.8% | -5.1% | -2.8% |
| 30D | -14.7% | -23.2% | +8.5% | -3.6% |
| 3M | -11.2% | -45.5% | +34.3% | +19.5% |
| 6M | -11.4% | -33.1% | +21.7% | +6.3% |
| YTD | +17.7% | -7.2% | +24.9% | +16.8% |
| 1Y | +47.5% | -10.0% | +57.5% | +48.5% |
| 3Y | +83.9% | +332.3% | -248.4% | -31.0% |
| 5Y | +54.0% | +801.9% | -747.9% | -65.7% |
| All | +373.5% | +790.4% | -416.9% | -12.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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