+396.6%
FCX vs CL
+84.9%
+311.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.6% |
| 30D | -15.1% | +9.5% | -24.6% | -17.0% |
| 3M | -9.6% | +6.8% | -16.4% | -11.2% |
| 6M | -3.1% | +14.3% | -17.3% | -6.9% |
| YTD | +23.4% | +27.0% | -3.5% | +14.7% |
| 1Y | +52.7% | +26.3% | +26.4% | +41.9% |
| 3Y | +91.4% | +39.3% | +52.1% | +65.4% |
| 5Y | +62.7% | +41.5% | +21.2% | +37.7% |
| All | +396.6% | +84.9% | +311.7% | +304.1% |
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