+61.5%
FCX vs COO
-41.6%
+103.1%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -1.8% | +4.4% | +3.5% |
| 7D | -4.9% | +4.7% | -9.6% | -6.9% |
| 30D | -17.1% | +13.9% | -31.0% | -22.3% |
| 3M | -12.7% | -14.9% | +2.3% | -6.7% |
| 6M | -2.0% | +2.0% | -4.0% | -6.2% |
| YTD | +18.1% | -23.9% | +42.0% | +32.9% |
| 1Y | +55.2% | -9.6% | +64.8% | +58.8% |
| 3Y | +74.3% | -25.4% | +99.8% | +86.7% |
| All | +61.5% | -41.6% | +103.1% | +81.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling