+1,271.3%
FCX vs CLS
+2,126.9%
-855.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.5% | +2.1% | +2.5% |
| 7D | -4.9% | -22.2% | +17.3% | +1.8% |
| 30D | -17.1% | -44.4% | +27.2% | -3.0% |
| 3M | -12.7% | -34.3% | +21.6% | -3.5% |
| 6M | -2.0% | -50.1% | +48.1% | +15.3% |
| YTD | +18.1% | -30.1% | +48.2% | +24.1% |
| 1Y | +55.2% | -39.3% | +94.5% | +67.3% |
| 3Y | +74.3% | +732.7% | -658.4% | -20.7% |
| 5Y | +71.9% | +1,777.2% | -1,705.3% | -39.6% |
| 10Y | +498.4% | +1,645.6% | -1,147.3% | +103.0% |
| All | +1,271.3% | +2,126.9% | -855.6% | +269.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling