+61.5%
FCX vs CLS
+1,775.5%
-1,714.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -4.9% | -22.2% | +17.3% | +1.9% |
| 30D | -17.1% | -44.4% | +27.2% | -2.6% |
| 3M | -12.7% | -34.3% | +21.6% | -3.2% |
| 6M | -2.0% | -50.1% | +48.1% | +15.9% |
| YTD | +18.1% | -30.1% | +48.2% | +24.0% |
| 1Y | +55.2% | -39.3% | +94.5% | +67.3% |
| 3Y | +74.3% | +732.7% | -658.4% | -34.7% |
| All | +61.5% | +1,775.5% | -1,714.0% | -63.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling