+430.7%
FCX vs COO
+40.7%
+389.9%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +2.5% | +2.4% | +3.6% |
| 7D | -1.0% | +4.3% | -5.3% | -3.2% |
| 30D | -15.2% | +17.6% | -32.8% | -22.6% |
| 3M | -10.3% | -13.9% | +3.6% | -4.1% |
| 6M | +1.6% | +6.6% | -5.0% | -5.5% |
| YTD | +23.9% | -22.0% | +45.9% | +38.4% |
| 1Y | +58.0% | -8.8% | +66.8% | +61.0% |
| 3Y | +94.6% | -21.5% | +116.1% | +105.2% |
| 5Y | +70.4% | -41.0% | +111.4% | +109.6% |
| 10Y | +430.7% | +40.9% | +389.8% | +377.2% |
| All | +430.7% | +40.7% | +389.9% | +377.2% |
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