+612.2%
FCX vs CRS
+1,392.1%
-779.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.1% | +0.9% | +0.4% |
| 7D | -2.3% | -6.8% | +4.5% | +1.3% |
| 30D | +2.7% | -16.1% | +18.8% | +12.0% |
| 3M | +7.4% | -21.2% | +28.6% | +20.3% |
| 6M | +16.0% | +8.7% | +7.3% | +9.1% |
| YTD | +40.9% | +41.0% | 0.0% | +14.4% |
| 1Y | +56.4% | +82.7% | -26.2% | +8.1% |
| 3Y | +84.2% | +604.8% | -520.6% | -45.7% |
| 5Y | +114.6% | +1,384.7% | -1,270.1% | -62.2% |
| All | +612.2% | +1,392.1% | -779.9% | +3.8% |
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