+55.4%
FCX vs CL
+43.4%
+11.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.8% | -3.8% | -1.9% |
| 7D | -0.3% | +3.2% | -3.5% | -0.2% |
| 30D | -14.7% | +8.0% | -22.8% | -14.5% |
| 3M | -11.2% | +7.9% | -19.0% | -10.9% |
| 6M | -11.4% | +14.7% | -26.1% | -11.2% |
| YTD | +17.7% | +29.2% | -11.4% | +17.7% |
| 1Y | +47.5% | +29.5% | +18.0% | +47.4% |
| 3Y | +83.9% | +40.7% | +43.2% | +73.2% |
| All | +55.4% | +43.4% | +11.9% | +39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling