+1,015.5%
FCX vs CRS
+5,264.8%
-4,249.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.7% | -1.4% | -0.7% |
| 7D | -4.9% | -0.2% | -4.6% | -4.8% |
| 30D | +4.8% | -16.6% | +21.4% | +15.7% |
| 3M | +4.6% | -3.5% | +8.1% | +5.5% |
| 6M | +10.8% | +15.4% | -4.6% | +0.3% |
| YTD | +44.2% | +51.2% | -7.0% | +10.4% |
| 1Y | +59.6% | +98.3% | -38.7% | +1.7% |
| 3Y | +82.2% | +651.5% | -569.3% | -52.0% |
| 5Y | +115.6% | +1,411.1% | -1,295.5% | -65.3% |
| 10Y | +670.6% | +1,424.3% | -753.8% | +5.2% |
| All | +1,015.5% | +5,264.8% | -4,249.3% | +4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling