+386.3%
FCX vs CLS
+1,742.7%
-1,356.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.4% | -3.7% | -3.4% |
| 7D | -2.4% | -13.9% | +11.5% | +2.7% |
| 30D | -18.0% | -38.2% | +20.2% | -3.7% |
| 3M | -14.3% | -28.8% | +14.5% | -5.7% |
| 6M | -1.7% | -40.4% | +38.7% | +12.9% |
| YTD | +19.8% | -24.3% | +44.1% | +22.5% |
| 1Y | +48.6% | -35.0% | +83.7% | +57.9% |
| 3Y | +85.8% | +778.7% | -692.9% | -46.6% |
| 5Y | +72.2% | +1,884.8% | -1,812.6% | -69.2% |
| 10Y | +386.3% | +1,761.1% | -1,374.8% | -30.8% |
| All | +386.3% | +1,742.7% | -1,356.4% | -30.8% |
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