+74.3%
FCX vs COO
-25.3%
+99.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.2% |
| 7D | -4.9% | +4.7% | -9.6% | -6.3% |
| 30D | -17.1% | +13.9% | -31.0% | -20.9% |
| 3M | -12.7% | -14.9% | +2.3% | -8.2% |
| 6M | -2.0% | +2.0% | -4.0% | -5.1% |
| YTD | +18.1% | -23.9% | +42.0% | +30.1% |
| 1Y | +55.2% | -9.6% | +64.8% | +59.0% |
| 3Y | +74.3% | -25.4% | +99.8% | +76.2% |
| All | +74.3% | -25.3% | +99.7% | +76.2% |
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 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