+383.2%
FCX vs CLX
+30.5%
+352.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -3.9% | -2.7% |
| 7D | +4.4% | +8.5% | -4.1% | +4.0% |
| 30D | -16.3% | +30.0% | -46.3% | -17.4% |
| 3M | -12.5% | +3.8% | -16.3% | -12.6% |
| 6M | -8.0% | +24.6% | -32.7% | -9.0% |
| YTD | +20.1% | +12.8% | +7.4% | +19.7% |
| 1Y | +45.9% | +8.6% | +37.3% | +45.6% |
| 3Y | +86.2% | -8.6% | +94.9% | +86.2% |
| 5Y | +57.1% | -21.8% | +78.9% | +57.7% |
| All | +383.2% | +30.5% | +352.7% | +443.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 10y: compounded portfolio wealth divided by compounded CLX 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…
10y analysis · Full analysis span regression · 6 months rolling