+813.3%
FCX vs CL
+1,972.8%
-1,159.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -2.2% | +4.8% | +3.4% |
| 7D | -4.9% | +1.3% | -6.2% | -5.4% |
| 30D | -17.1% | +11.4% | -28.5% | -20.5% |
| 3M | -12.7% | +4.4% | -17.1% | -14.4% |
| 6M | -2.0% | +10.8% | -12.8% | -6.7% |
| YTD | +18.1% | +25.1% | -7.0% | +7.1% |
| 1Y | +55.2% | +28.0% | +27.2% | +39.4% |
| 3Y | +74.3% | +37.6% | +36.7% | +48.3% |
| 5Y | +71.9% | +39.7% | +32.2% | +43.7% |
| 10Y | +498.4% | +75.8% | +422.6% | +348.9% |
| All | +813.3% | +1,972.8% | -1,159.5% | +301.6% |
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