+373.5%
FCX vs CLS
+1,916.3%
-1,542.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -5.4% | +3.4% | -0.1% |
| 7D | -0.3% | +16.3% | -16.6% | -5.8% |
| 30D | -14.7% | -25.7% | +10.9% | -6.4% |
| 3M | -11.2% | -30.9% | +19.7% | -1.1% |
| 6M | -11.4% | -35.5% | +24.1% | -1.3% |
| YTD | +17.7% | -18.7% | +36.4% | +17.0% |
| 1Y | +47.5% | -17.9% | +65.4% | +43.6% |
| 3Y | +83.9% | +838.1% | -754.2% | -48.4% |
| 5Y | +54.0% | +1,971.9% | -1,917.9% | -72.8% |
| All | +373.5% | +1,916.3% | -1,542.7% | -34.8% |
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