+194.8%
COHR vs FCX
+60.8%
+134.0%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | +0.2% | +6.4% | +6.4% |
| 7D | +1.0% | -4.9% | +5.8% | +4.9% |
| 30D | -14.1% | +4.8% | -18.9% | -17.6% |
| 3M | -33.2% | +4.6% | -37.8% | -35.5% |
| 6M | +2.5% | +10.8% | -8.3% | -5.2% |
| YTD | +52.7% | +44.2% | +8.5% | +26.3% |
| 1Y | +194.8% | +59.6% | +135.2% | +130.8% |
| All | +194.8% | +60.8% | +134.0% | +130.8% |
Cumulative growth
Daily Returns
Daily percentage return beside FCX.
Daily Out/Under-Performance
Portfolio return minus FCX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FCX 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 1y: compounded portfolio wealth divided by compounded FCX 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…
1y analysis · Full analysis span regression · 6 months rolling