+1,574.8%
FCX vs CLS
+3,265.4%
-1,690.6%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.8% | -0.6% | 0.0% |
| 7D | -4.9% | +4.6% | -9.4% | -6.4% |
| 30D | +4.8% | -13.9% | +18.7% | +8.3% |
| 3M | +4.6% | -26.6% | +31.2% | +12.1% |
| 6M | +10.8% | +15.4% | -4.6% | +3.1% |
| YTD | +44.2% | +5.7% | +38.6% | +36.3% |
| 1Y | +59.6% | +41.1% | +18.4% | +36.2% |
| 3Y | +82.2% | +1,228.6% | -1,146.3% | -27.0% |
| 5Y | +115.6% | +3,240.6% | -3,125.0% | -35.2% |
| 10Y | +670.6% | +2,760.3% | -2,089.8% | +130.3% |
| All | +1,574.8% | +3,265.4% | -1,690.6% | +305.8% |
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 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