+249.5%
FCX vs CLBK
+60.9%
+188.6%
-71.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.5% | -1.5% | -1.7% |
| 7D | -0.3% | +0.9% | -1.2% | -0.7% |
| 30D | -14.7% | +3.4% | -18.1% | -16.2% |
| 3M | -11.2% | -4.3% | -6.9% | -9.6% |
| 6M | -11.4% | +28.4% | -39.7% | -22.6% |
| YTD | +17.7% | +59.4% | -41.7% | -8.7% |
| 1Y | +47.5% | +64.8% | -17.3% | +12.1% |
| 3Y | +83.9% | +50.6% | +33.3% | +38.7% |
| 5Y | +54.0% | +28.3% | +25.7% | +14.8% |
| All | +249.5% | +60.9% | +188.6% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling