+68.0%
COST vs FCX
+83.3%
-15.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -6.6% | +6.6% | +0.2% |
| 7D | -2.5% | -1.9% | -0.6% | -2.4% |
| 30D | -4.4% | +3.4% | -7.8% | -4.6% |
| 3M | -8.1% | +15.0% | -23.1% | -8.6% |
| 6M | -9.2% | +14.6% | -23.9% | -10.1% |
| YTD | +5.1% | +41.2% | -36.1% | +2.3% |
| 1Y | -5.1% | +60.4% | -65.5% | -8.7% |
| All | +68.0% | +83.3% | -15.3% | +51.2% |
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