+92.8%
FCX vs CLF
-19.9%
+112.8%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +2.2% | +0.8% | +2.3% |
| 7D | -0.8% | +2.3% | -3.1% | -1.6% |
| 30D | -15.1% | +1.9% | -17.0% | -16.3% |
| 3M | -9.6% | +5.9% | -15.5% | -12.5% |
| 6M | -3.1% | +16.9% | -20.0% | -9.8% |
| YTD | +23.4% | -1.1% | +24.5% | +18.2% |
| 1Y | +52.7% | +28.8% | +23.8% | +34.8% |
| All | +92.8% | -19.9% | +112.8% | +69.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling