+45.9%
FCX vs CLS
-24.5%
+70.4%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +4.6% | -7.3% | -4.0% |
| 7D | +4.4% | +23.5% | -19.1% | -1.9% |
| 30D | -16.3% | -28.9% | +12.6% | -8.7% |
| 3M | -12.5% | -25.2% | +12.7% | -6.5% |
| 6M | -8.0% | -32.1% | +24.1% | -0.1% |
| YTD | +20.1% | -14.1% | +34.2% | +18.5% |
| 1Y | +45.9% | -24.1% | +70.0% | +46.1% |
| All | +45.9% | -24.5% | +70.4% | +46.1% |
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