+1,015.5%
FCX vs COO
+9,413.6%
-8,398.1%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.7% |
| 7D | -4.9% | -2.2% | -2.6% | -4.2% |
| 30D | +4.8% | -7.0% | +11.8% | +7.0% |
| 3M | +4.6% | +12.2% | -7.6% | +0.2% |
| 6M | +10.8% | -15.1% | +25.9% | +15.6% |
| YTD | +44.2% | -15.1% | +59.3% | +50.3% |
| 1Y | +59.6% | +2.3% | +57.2% | +56.9% |
| 3Y | +82.2% | -23.7% | +105.9% | +92.8% |
| 5Y | +115.6% | -38.9% | +154.5% | +142.4% |
| 10Y | +670.6% | +49.9% | +620.6% | +592.7% |
| All | +1,015.5% | +9,413.6% | -8,398.1% | +469.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling