+724.2%
FCX vs CLS
+3,003.3%
-2,279.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.9% |
| 7D | +3.1% | +20.1% | -17.0% | -3.9% |
| 30D | +8.1% | +6.0% | +2.1% | +4.8% |
| 3M | +18.9% | -10.3% | +29.2% | +20.6% |
| 6M | +26.6% | +24.5% | +2.1% | +11.4% |
| YTD | +51.2% | +12.9% | +38.3% | +36.0% |
| 1Y | +75.6% | +36.7% | +38.9% | +42.8% |
| 3Y | +101.7% | +1,328.1% | -1,226.4% | -51.4% |
| 5Y | +134.6% | +3,682.3% | -3,547.7% | -67.5% |
| 10Y | +724.2% | +3,038.3% | -2,314.1% | +4.2% |
| All | +724.2% | +3,003.3% | -2,279.1% | +4.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling