-5.6%
COST vs FCX
+60.1%
-65.7%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | -1.2% | -2.3% | +1.1% | -1.3% |
| 30D | -4.7% | +2.7% | -7.4% | -4.5% |
| 3M | -7.1% | +7.4% | -14.5% | -6.4% |
| 6M | -8.5% | +16.0% | -24.6% | -7.7% |
| YTD | +5.4% | +40.9% | -35.5% | +6.2% |
| 1Y | -5.6% | +56.4% | -62.1% | -4.4% |
| All | -5.6% | +60.1% | -65.7% | -4.4% |
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