+83.9%
FCX vs COO
-24.0%
+107.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.7% | -2.7% | -2.2% |
| 7D | -0.3% | +0.5% | -0.8% | -0.4% |
| 30D | -14.7% | +14.2% | -28.9% | -18.6% |
| 3M | -11.2% | -18.2% | +7.0% | -5.3% |
| 6M | -11.4% | +5.3% | -16.7% | -15.4% |
| YTD | +17.7% | -23.6% | +41.3% | +29.5% |
| 1Y | +47.5% | -12.7% | +60.2% | +53.4% |
| 3Y | +83.9% | -24.2% | +108.1% | +89.7% |
| All | +83.9% | -24.0% | +107.9% | +89.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling