+134.6%
FCX vs CRS
+1,446.1%
-1,311.4%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +3.1% | -0.5% | +3.7% | +3.2% |
| 30D | +8.1% | -18.1% | +26.2% | +17.1% |
| 3M | +18.9% | -12.4% | +31.4% | +24.8% |
| 6M | +26.6% | +15.9% | +10.7% | +17.4% |
| YTD | +51.2% | +45.8% | +5.3% | +26.6% |
| 1Y | +75.6% | +87.8% | -12.2% | +30.0% |
| 3Y | +101.7% | +648.7% | -547.0% | -26.8% |
| 5Y | +134.6% | +1,416.6% | -1,282.0% | -42.4% |
| All | +134.6% | +1,446.1% | -1,311.4% | -42.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling