+1,015.5%
FCX vs CL
+1,794.8%
-779.3%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -4.9% | -2.2% | -2.7% | -4.1% |
| 30D | +4.8% | -4.8% | +9.6% | +6.6% |
| 3M | +4.6% | +4.9% | -0.3% | +2.0% |
| 6M | +10.8% | -5.7% | +16.5% | +12.2% |
| YTD | +44.2% | +14.4% | +29.8% | +35.5% |
| 1Y | +59.6% | +8.7% | +50.8% | +52.1% |
| 3Y | +82.2% | +30.0% | +52.3% | +58.5% |
| 5Y | +115.6% | +28.4% | +87.3% | +86.3% |
| 10Y | +670.6% | +50.1% | +620.5% | +516.1% |
| All | +1,015.5% | +1,794.8% | -779.3% | +408.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling