+59.6%
FCX vs CLF
+20.0%
+39.6%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.3% |
| 7D | -4.9% | +7.6% | -12.4% | -6.8% |
| 30D | +4.8% | -1.2% | +6.0% | +4.9% |
| 3M | +4.6% | -13.4% | +18.0% | +8.4% |
| 6M | +10.8% | +15.4% | -4.6% | +5.2% |
| YTD | +44.2% | -5.9% | +50.1% | +40.3% |
| 1Y | +59.6% | +18.8% | +40.7% | +53.3% |
| All | +59.6% | +20.0% | +39.6% | +53.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLF.
Daily Out/Under-Performance
Portfolio return minus CLF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLF 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 1y: compounded portfolio wealth divided by compounded CLF 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…
1y analysis · Full analysis span regression · 6 months rolling