+92.8%
FCX vs CL
+38.6%
+54.2%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.1% | +3.1% | +3.0% |
| 7D | -0.8% | -0.8% | 0.0% | -1.0% |
| 30D | -15.1% | +9.5% | -24.6% | -13.1% |
| 3M | -9.6% | +6.8% | -16.4% | -8.1% |
| 6M | -3.1% | +14.3% | -17.3% | +0.2% |
| YTD | +23.4% | +27.0% | -3.5% | +31.4% |
| 1Y | +52.7% | +26.3% | +26.4% | +62.3% |
| All | +92.8% | +38.6% | +54.2% | +115.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling