+114.3%
FCX vs CLF
-47.7%
+162.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.8% | -1.6% | -0.5% |
| 7D | -4.9% | +7.6% | -12.4% | -7.7% |
| 30D | +4.8% | -1.2% | +6.0% | +5.0% |
| 3M | +4.6% | -13.4% | +18.0% | +9.2% |
| 6M | +10.8% | +15.4% | -4.6% | +2.3% |
| YTD | +44.2% | -5.9% | +50.1% | +41.1% |
| 1Y | +59.6% | +18.8% | +40.7% | +35.7% |
| 3Y | +82.2% | -19.4% | +101.7% | +66.3% |
| All | +114.3% | -47.7% | +162.0% | +130.0% |
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