+830.2%
COHR vs FCX
+82.9%
+747.2%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | -0.2% | +4.4% | +4.3% |
| 7D | +8.3% | -2.3% | +10.6% | +10.2% |
| 30D | -14.1% | +2.7% | -16.8% | -16.1% |
| 3M | -16.0% | +7.4% | -23.4% | -19.8% |
| 6M | +21.5% | +16.0% | +5.4% | +10.1% |
| YTD | +65.4% | +40.9% | +24.5% | +32.5% |
| 1Y | +195.0% | +56.4% | +138.6% | +118.1% |
| 3Y | +830.2% | +84.2% | +745.9% | +493.1% |
| All | +830.2% | +82.9% | +747.2% | +493.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling