+59.6%
FCX vs COO
+4.1%
+55.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.5% |
| 7D | -4.9% | -2.2% | -2.6% | -4.4% |
| 30D | +4.8% | -7.0% | +11.8% | +6.2% |
| 3M | +4.6% | +12.2% | -7.6% | +0.1% |
| 6M | +10.8% | -15.1% | +25.9% | +21.4% |
| YTD | +44.2% | -15.1% | +59.3% | +58.1% |
| 1Y | +59.6% | +2.3% | +57.2% | +62.9% |
| All | +59.6% | +4.1% | +55.4% | +62.9% |
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