+138.9%
FCX vs CLS
+3,459.5%
-3,320.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +5.6% | -0.3% | +3.7% |
| 7D | +5.7% | +12.8% | -7.0% | +1.7% |
| 30D | +10.1% | +3.8% | +6.2% | +8.1% |
| 3M | +20.2% | -14.6% | +34.8% | +23.6% |
| 6M | +29.7% | +32.2% | -2.6% | +15.6% |
| YTD | +51.9% | +11.6% | +40.3% | +40.9% |
| 1Y | +66.0% | +35.1% | +30.9% | +42.7% |
| 3Y | +102.7% | +1,312.5% | -1,209.8% | -34.6% |
| 5Y | +138.9% | +3,542.1% | -3,403.2% | -52.9% |
| All | +138.9% | +3,459.5% | -3,320.7% | -52.9% |
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