+701.1%
FCX vs COO
+43.7%
+657.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -2.7% | +8.1% | +6.8% |
| 7D | +5.7% | -2.3% | +8.0% | +6.9% |
| 30D | +10.1% | -8.8% | +18.9% | +15.4% |
| 3M | +20.2% | +1.3% | +18.8% | +17.9% |
| 6M | +29.7% | -11.6% | +41.2% | +36.9% |
| YTD | +51.9% | -17.4% | +69.3% | +66.6% |
| 1Y | +66.0% | -1.6% | +67.6% | +63.3% |
| 3Y | +102.7% | -22.6% | +125.4% | +119.1% |
| 5Y | +138.9% | -40.3% | +179.2% | +196.8% |
| 10Y | +701.1% | +45.2% | +655.9% | +596.3% |
| All | +701.1% | +43.7% | +657.3% | +596.3% |
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 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