+15,748.2%
COST vs FCX
+1,112.5%
+14,635.7%
-53.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FCX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -2.8% | +3.1% | -5.9% | -3.1% |
| 30D | -5.3% | +8.1% | -13.4% | -6.1% |
| 3M | -6.7% | +18.9% | -25.6% | -8.7% |
| 6M | -9.9% | +26.6% | -36.5% | -13.0% |
| YTD | +5.1% | +51.2% | -46.0% | -0.6% |
| 1Y | -7.3% | +75.6% | -82.8% | -14.2% |
| 3Y | +70.4% | +101.7% | -31.3% | +52.8% |
| 5Y | +104.4% | +134.6% | -30.2% | +77.0% |
| 10Y | +609.0% | +724.2% | -115.2% | +401.9% |
| All | +15,748.2% | +1,112.5% | +14,635.7% | +8,343.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling