+60.4%
FCX vs CRS
+81.8%
-21.5%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -2.2% | -4.4% | -5.8% |
| 7D | -1.9% | -4.1% | +2.3% | -0.5% |
| 30D | +3.4% | -16.6% | +20.0% | +10.0% |
| 3M | +15.0% | -14.3% | +29.3% | +20.8% |
| 6M | +14.6% | +11.6% | +3.1% | +9.1% |
| YTD | +41.2% | +42.6% | -1.4% | +27.1% |
| 1Y | +60.4% | +81.8% | -21.4% | +38.0% |
| All | +60.4% | +81.8% | -21.5% | +38.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling