+1,015.5%
FCX vs CLX
+1,266.3%
-250.8%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.3% | +1.5% | +0.5% |
| 7D | -4.9% | -9.2% | +4.4% | -3.0% |
| 30D | +4.8% | -11.0% | +15.9% | +7.3% |
| 3M | +4.6% | +5.0% | -0.4% | +3.1% |
| 6M | +10.8% | -18.8% | +29.6% | +15.0% |
| YTD | +44.2% | -4.4% | +48.6% | +44.6% |
| 1Y | +59.6% | -21.9% | +81.4% | +66.2% |
| 3Y | +82.2% | -32.8% | +115.0% | +93.6% |
| 5Y | +115.6% | -34.6% | +150.2% | +126.2% |
| 10Y | +670.6% | -4.7% | +675.2% | +601.5% |
| All | +1,015.5% | +1,266.3% | -250.8% | +391.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling