+1,298.9%
COHR vs FCX
+688.3%
+610.5%
-72.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +8.3% | -2.3% | +10.6% | +9.6% |
| 30D | -14.1% | +2.7% | -16.8% | -15.3% |
| 3M | -16.0% | +7.4% | -23.4% | -18.2% |
| 6M | +21.5% | +16.0% | +5.4% | +14.5% |
| YTD | +65.4% | +40.9% | +24.5% | +43.1% |
| 1Y | +195.0% | +56.4% | +138.6% | +141.2% |
| 3Y | +830.2% | +84.2% | +745.9% | +599.9% |
| 5Y | +397.1% | +114.6% | +282.5% | +237.5% |
| All | +1,298.9% | +688.3% | +610.5% | +444.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling