+59.6%
FCX vs COF
+0.3%
+59.2%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -4.9% | +1.8% | -6.7% | -5.4% |
| 30D | +4.8% | -0.6% | +5.4% | +4.8% |
| 3M | +4.6% | +20.3% | -15.7% | -1.3% |
| 6M | +10.8% | +13.0% | -2.2% | +5.6% |
| YTD | +44.2% | -8.3% | +52.6% | +38.4% |
| 1Y | +59.6% | -1.5% | +61.0% | +39.1% |
| All | +59.6% | +0.3% | +59.2% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COF.
Daily Out/Under-Performance
Portfolio return minus COF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COF 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 COF 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