+60.3%
FCX vs CLS
-28.7%
+89.0%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -9.1% | +10.4% | +3.8% |
| 7D | -6.0% | -21.1% | +15.1% | +0.1% |
| 30D | -13.6% | -38.2% | +24.6% | -1.8% |
| 3M | -6.8% | -36.3% | +29.5% | +4.2% |
| 6M | +13.2% | -43.8% | +57.0% | +29.8% |
| YTD | +24.4% | -20.0% | +44.4% | +25.8% |
| 1Y | +60.3% | -29.6% | +89.9% | +64.6% |
| All | +60.3% | -28.7% | +89.0% | +64.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 1y: compounded portfolio wealth divided by compounded CLS 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…
1y analysis · Full analysis span regression · 6 months rolling