+383.2%
FCX vs CL
+84.7%
+298.5%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.7% |
| 7D | +4.4% | -0.8% | +5.2% | +4.6% |
| 30D | -16.3% | +9.5% | -25.8% | -18.3% |
| 3M | -12.5% | +6.6% | -19.1% | -14.0% |
| 6M | -8.0% | +13.2% | -21.3% | -11.5% |
| YTD | +20.1% | +26.9% | -6.7% | +11.6% |
| 1Y | +45.9% | +27.6% | +18.3% | +35.2% |
| 3Y | +86.2% | +39.1% | +47.1% | +61.0% |
| 5Y | +57.1% | +41.3% | +15.8% | +33.0% |
| All | +383.2% | +84.7% | +298.5% | +293.4% |
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