+810.5%
FCX vs CLX
+1,530.4%
-719.9%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +1.2% | -3.2% | -2.2% |
| 7D | -0.3% | +9.5% | -9.8% | -2.1% |
| 30D | -14.7% | +30.7% | -45.4% | -19.3% |
| 3M | -11.2% | +4.2% | -15.4% | -12.1% |
| 6M | -11.4% | +22.1% | -33.5% | -15.5% |
| YTD | +17.7% | +14.1% | +3.6% | +13.7% |
| 1Y | +47.5% | +10.3% | +37.2% | +43.2% |
| 3Y | +83.9% | -7.8% | +91.7% | +82.6% |
| 5Y | +54.0% | -20.8% | +74.8% | +55.1% |
| 10Y | +372.9% | +31.9% | +341.0% | +297.7% |
| All | +810.5% | +1,530.4% | -719.9% | +286.0% |
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