+84.6%
FCX vs COF
+115.1%
-30.5%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.8% | -4.8% | -5.8% |
| 7D | -1.9% | -6.1% | +4.2% | +0.8% |
| 30D | +3.4% | -5.2% | +8.6% | +5.6% |
| 3M | +15.0% | +17.0% | -2.0% | +6.8% |
| 6M | +14.6% | +12.9% | +1.7% | +8.2% |
| YTD | +41.2% | -13.5% | +54.8% | +47.6% |
| 1Y | +60.4% | -5.9% | +66.2% | +60.3% |
| All | +84.6% | +115.1% | -30.5% | +26.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling