+1,075.1%
FCX vs COF
+4,206.7%
-3,131.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 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