+396.6%
FCX vs COO
+41.7%
+354.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -1.0% | +4.0% | +3.5% |
| 7D | -0.8% | -2.3% | +1.5% | +0.5% |
| 30D | -15.1% | +13.3% | -28.3% | -20.9% |
| 3M | -9.6% | -18.1% | +8.5% | -0.6% |
| 6M | -3.1% | +6.7% | -9.7% | -9.9% |
| YTD | +23.4% | -23.2% | +46.7% | +39.2% |
| 1Y | +52.7% | -12.3% | +64.9% | +58.9% |
| 3Y | +91.4% | -23.6% | +114.9% | +104.9% |
| 5Y | +62.7% | -38.7% | +101.5% | +96.4% |
| All | +396.6% | +41.7% | +354.9% | +345.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling