+1,015.5%
FCX vs COF
+4,320.2%
-3,304.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.4% |
| 7D | -4.9% | +1.8% | -6.7% | -5.5% |
| 30D | +4.8% | -0.6% | +5.4% | +4.9% |
| 3M | +4.6% | +20.3% | -15.7% | -2.3% |
| 6M | +10.8% | +13.0% | -2.2% | +5.8% |
| YTD | +44.2% | -8.3% | +52.6% | +47.2% |
| 1Y | +59.6% | -1.5% | +61.0% | +58.1% |
| 3Y | +82.2% | +122.3% | -40.0% | +32.7% |
| 5Y | +115.6% | +52.5% | +63.1% | +77.8% |
| 10Y | +670.6% | +264.9% | +405.7% | +379.4% |
| All | +1,015.5% | +4,320.2% | -3,304.7% | +359.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling