+513.3%
FCX vs CLSK
-61.9%
+575.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | -0.5% |
| 7D | +3.1% | +17.2% | -14.1% | +2.5% |
| 30D | +8.1% | +14.6% | -6.5% | +7.5% |
| 3M | +18.9% | -16.8% | +35.8% | +19.4% |
| 6M | +26.6% | +38.2% | -11.6% | +24.9% |
| YTD | +51.2% | +31.2% | +19.9% | +49.1% |
| 1Y | +75.6% | +37.3% | +38.2% | +72.2% |
| 3Y | +101.7% | +201.8% | -100.1% | +89.6% |
| 5Y | +134.6% | -1.6% | +136.2% | +121.6% |
| All | +513.3% | -61.9% | +575.3% | +476.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK 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 CLSK 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