+134.6%
FCX vs CLBK
+41.8%
+92.8%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.3% | +0.8% | -0.2% |
| 7D | +3.1% | -1.5% | +4.6% | +3.5% |
| 30D | +8.1% | +6.7% | +1.4% | +6.1% |
| 3M | +18.9% | +21.2% | -2.2% | +12.4% |
| 6M | +26.6% | +42.0% | -15.4% | +14.5% |
| YTD | +51.2% | +63.3% | -12.1% | +30.9% |
| 1Y | +75.6% | +65.4% | +10.2% | +51.0% |
| 3Y | +101.7% | +52.5% | +49.2% | +73.7% |
| 5Y | +134.6% | +42.0% | +92.7% | +90.6% |
| All | +134.6% | +41.8% | +92.8% | +90.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling