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  • FCX vs COF✓SelectedUSD · COFFCX vs COF performance historyLatest closeAs of+5.35%09/08
Stock and ETF performance explorer

FCX vs COF

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+1,075.1%
COF return
+4,206.7%
Excess return
-3,131.5%
Maximum drawdown
-92.4%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1990-01-01 to 2026-09-08.

Portfolio and benchmark returns by period
PeriodPortfolioCOFExcessAlpha
1D+5.3%-2.6%+7.9%+6.3%
7D+5.7%+1.2%+4.5%+5.2%
30D+10.1%-1.4%+11.5%+10.4%
3M+20.2%+19.0%+1.1%+12.5%
6M+29.7%+14.9%+14.8%+22.9%
YTD+51.9%-10.7%+62.6%+56.4%
1Y+66.0%-1.3%+67.3%+64.2%
3Y+102.7%+124.3%-21.6%+47.0%
5Y+138.9%+51.1%+87.7%+97.4%
10Y+701.1%+252.4%+448.7%+404.2%
All+1,075.1%+4,206.7%-3,131.5%+388.7%

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 1990-01-01 to 2026-09-08: 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…

1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling