+134.6%
FCX vs CLX
-37.0%
+171.6%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | +3.1% | -4.9% | +8.0% | +3.4% |
| 30D | +8.1% | -15.8% | +23.9% | +9.2% |
| 3M | +18.9% | -7.9% | +26.9% | +19.5% |
| 6M | +26.6% | -19.0% | +45.7% | +28.2% |
| YTD | +51.2% | -7.9% | +59.1% | +52.7% |
| 1Y | +75.6% | -25.4% | +100.9% | +78.7% |
| 3Y | +101.7% | -35.0% | +136.7% | +105.3% |
| 5Y | +134.6% | -36.8% | +171.4% | +136.6% |
| All | +134.6% | -37.0% | +171.6% | +136.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling