+83.9%
FCX vs CRS
+343.5%
-259.6%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.7% | +0.7% | -1.1% |
| 7D | -0.3% | +4.8% | -5.1% | -1.9% |
| 30D | -14.7% | -23.2% | +8.5% | -7.2% |
| 3M | -11.2% | -45.5% | +34.3% | +8.9% |
| 6M | -11.4% | -33.1% | +21.7% | +0.6% |
| YTD | +17.7% | -7.2% | +24.9% | +19.0% |
| 1Y | +47.5% | -10.0% | +57.5% | +50.5% |
| 3Y | +83.9% | +332.3% | -248.4% | +12.4% |
| All | +83.9% | +343.5% | -259.6% | +12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling