+485.6%
FCX vs CL
+74.1%
+411.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.1% |
| 7D | -4.9% | +1.3% | -6.2% | -5.2% |
| 30D | -17.1% | +11.4% | -28.5% | -19.3% |
| 3M | -12.7% | +4.4% | -17.1% | -13.7% |
| 6M | -2.0% | +10.8% | -12.8% | -5.0% |
| YTD | +18.1% | +25.1% | -7.0% | +10.3% |
| 1Y | +55.2% | +28.0% | +27.2% | +43.9% |
| 3Y | +74.3% | +37.6% | +36.7% | +51.7% |
| 5Y | +71.9% | +39.7% | +32.2% | +46.6% |
| All | +485.6% | +74.1% | +411.6% | +377.8% |
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