+74.3%
FCX vs CLF
-33.4%
+107.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +2.1% |
| 7D | -4.9% | -19.6% | +14.7% | +1.3% |
| 30D | -17.1% | -5.0% | -12.2% | -16.5% |
| 3M | -12.7% | -6.3% | -6.4% | -12.2% |
| 6M | -2.0% | +2.8% | -4.7% | -5.1% |
| YTD | +18.1% | -13.7% | +31.8% | +17.9% |
| 1Y | +55.2% | +13.6% | +41.6% | +42.3% |
| 3Y | +74.3% | -34.0% | +108.3% | +65.6% |
| All | +74.3% | -33.4% | +107.7% | +65.6% |
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