+386.3%
FCX vs CL
+78.1%
+308.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.2% | -3.4% | -3.3% |
| 7D | -2.4% | +2.6% | -4.9% | -2.9% |
| 30D | -18.0% | +11.8% | -29.7% | -20.3% |
| 3M | -14.3% | +5.9% | -20.2% | -15.6% |
| 6M | -1.7% | +13.3% | -15.0% | -5.4% |
| YTD | +19.8% | +27.1% | -7.3% | +11.3% |
| 1Y | +48.6% | +28.0% | +20.6% | +37.6% |
| 3Y | +85.8% | +39.4% | +46.4% | +60.5% |
| 5Y | +72.2% | +40.8% | +31.5% | +46.1% |
| 10Y | +386.3% | +84.9% | +301.4% | +292.0% |
| All | +386.3% | +78.1% | +308.2% | +292.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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