+430.7%
FCX vs CL
+76.2%
+354.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +4.6% |
| 7D | -1.0% | +0.5% | -1.5% | -1.1% |
| 30D | -15.2% | +11.6% | -26.8% | -17.5% |
| 3M | -10.3% | +5.6% | -15.9% | -11.6% |
| 6M | +1.6% | +13.2% | -11.6% | -2.1% |
| YTD | +23.9% | +26.9% | -3.1% | +15.4% |
| 1Y | +58.0% | +27.3% | +30.7% | +46.9% |
| 3Y | +94.6% | +39.7% | +54.9% | +68.7% |
| 5Y | +70.4% | +41.3% | +29.1% | +44.9% |
| 10Y | +430.7% | +76.3% | +354.4% | +320.2% |
| All | +430.7% | +76.2% | +354.5% | +320.2% |
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