+318.3%
FCX vs CLBK
+65.5%
+252.9%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -2.3% | -1.5% | -0.8% | -1.6% |
| 30D | +2.7% | -1.0% | +3.7% | +3.1% |
| 3M | +7.4% | +22.9% | -15.5% | -3.8% |
| 6M | +16.0% | +44.2% | -28.2% | -4.1% |
| YTD | +40.9% | +64.0% | -23.0% | +8.0% |
| 1Y | +56.4% | +65.7% | -9.2% | +18.3% |
| 3Y | +84.2% | +54.1% | +30.2% | +37.7% |
| 5Y | +114.6% | +44.7% | +69.9% | +44.6% |
| All | +318.3% | +65.5% | +252.9% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 10y: compounded portfolio wealth divided by compounded CLBK 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…
10y analysis · Full analysis span regression · 6 months rolling