-45.9%
COIN vs FCX
+60.1%
-106.0%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.2% | +1.9% | +1.8% |
| 7D | -5.1% | -2.3% | -2.8% | -4.3% |
| 30D | +17.6% | +2.7% | +14.9% | +15.9% |
| 3M | +9.2% | +7.4% | +1.9% | +5.1% |
| 6M | -11.8% | +16.0% | -27.8% | -18.9% |
| YTD | -22.5% | +40.9% | -63.4% | -35.6% |
| 1Y | -45.9% | +56.4% | -102.3% | -58.8% |
| All | -45.9% | +60.1% | -106.0% | -58.8% |
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