+53.6%
FCX vs CL
+27.9%
+25.7%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.4% | +3.5% | +5.3% |
| 7D | -1.0% | +0.5% | -1.5% | -0.9% |
| 30D | -15.2% | +11.6% | -26.8% | -12.6% |
| 3M | -10.3% | +5.6% | -15.9% | -8.8% |
| 6M | +1.6% | +13.2% | -11.6% | +5.1% |
| YTD | +23.9% | +26.9% | -3.1% | +38.5% |
| All | +53.6% | +27.9% | +25.7% | +72.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling