+430.7%
FCX vs CLF
+92.7%
+338.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +7.0% | -2.1% | +1.9% |
| 7D | -1.0% | -14.1% | +13.1% | +5.2% |
| 30D | -15.2% | -5.5% | -9.7% | -14.3% |
| 3M | -10.3% | 0.0% | -10.3% | -12.4% |
| 6M | +1.6% | +11.3% | -9.7% | -7.2% |
| YTD | +23.9% | -7.7% | +31.5% | +19.2% |
| 1Y | +58.0% | +17.5% | +40.5% | +36.2% |
| 3Y | +94.6% | -25.4% | +120.0% | +78.0% |
| 5Y | +70.4% | -46.0% | +116.3% | +72.1% |
| 10Y | +430.7% | +80.1% | +350.6% | +136.8% |
| All | +430.7% | +92.7% | +338.0% | +136.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling