+55.4%
FCX vs CLF
-42.8%
+98.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.2% | +1.2% | -0.8% |
| 7D | -0.3% | +10.4% | -10.7% | -4.1% |
| 30D | -14.7% | +0.6% | -15.3% | -16.0% |
| 3M | -11.2% | +4.1% | -15.3% | -14.4% |
| 6M | -11.4% | +15.1% | -26.5% | -19.2% |
| YTD | +17.7% | -4.7% | +22.5% | +12.6% |
| 1Y | +47.5% | +20.4% | +27.1% | +28.0% |
| 3Y | +83.9% | -23.4% | +107.3% | +71.1% |
| All | +55.4% | -42.8% | +98.2% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling