-9.2%
COST vs FCX
+34.4%
-43.6%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +5.3% | -6.0% | -0.1% |
| 7D | -3.2% | +5.7% | -8.9% | -2.6% |
| 30D | -4.0% | +10.1% | -14.0% | -2.9% |
| 3M | -6.5% | +20.2% | -26.7% | -3.9% |
| All | -9.2% | +34.4% | -43.6% | -6.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling