-3.6%
COST vs FCX
+60.8%
-64.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.3% | -1.0% |
| 7D | -3.1% | -4.9% | +1.7% | -3.4% |
| 30D | -2.8% | +4.8% | -7.6% | -2.5% |
| 3M | -5.7% | +4.6% | -10.3% | -4.9% |
| 6M | -8.8% | +10.8% | -19.6% | -7.7% |
| YTD | +6.7% | +44.2% | -37.6% | +7.9% |
| 1Y | -3.6% | +59.6% | -63.2% | -2.1% |
| All | -3.6% | +60.8% | -64.4% | -2.1% |
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 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