+102.7%
FCX vs CLX
-34.1%
+136.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.6% | +6.9% | +5.4% |
| 7D | +5.7% | -3.5% | +9.3% | +5.9% |
| 30D | +10.1% | -11.9% | +21.9% | +10.8% |
| 3M | +20.2% | -2.6% | +22.8% | +20.5% |
| 6M | +29.7% | -18.2% | +47.8% | +31.3% |
| YTD | +51.9% | -5.9% | +57.8% | +54.7% |
| 1Y | +66.0% | -23.8% | +89.8% | +69.1% |
| 3Y | +102.7% | -33.6% | +136.3% | +113.7% |
| All | +102.7% | -34.1% | +136.9% | +113.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling