+60.3%
FCX vs COO
-7.7%
+67.9%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +5.9% | -4.6% | +0.3% |
| 7D | -6.0% | +8.4% | -14.4% | -7.4% |
| 30D | -13.6% | +13.5% | -27.1% | -15.7% |
| 3M | -6.8% | -13.8% | +7.0% | -4.3% |
| 6M | +13.2% | +4.7% | +8.5% | +9.1% |
| YTD | +24.4% | -21.4% | +45.8% | +42.1% |
| 1Y | +60.3% | -6.7% | +67.0% | +71.3% |
| All | +60.3% | -7.7% | +67.9% | +71.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 1y: compounded portfolio wealth divided by compounded COO 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…
1y analysis · Full analysis span regression · 6 months rolling