+115.0%
FCX vs COF
+44.1%
+70.9%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -1.8% | -4.8% | -5.7% |
| 7D | -1.9% | -6.1% | +4.2% | +1.3% |
| 30D | +3.4% | -5.2% | +8.6% | +6.0% |
| 3M | +15.0% | +17.0% | -2.0% | +5.4% |
| 6M | +14.6% | +12.9% | +1.7% | +7.0% |
| YTD | +41.2% | -13.5% | +54.8% | +49.2% |
| 1Y | +60.4% | -5.9% | +66.2% | +60.9% |
| 3Y | +88.4% | +117.1% | -28.7% | +12.0% |
| 5Y | +115.0% | +45.4% | +69.7% | +50.7% |
| All | +115.0% | +44.1% | +70.9% | +50.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling