+701.1%
FCX vs COP
+338.9%
+362.2%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +0.6% | +4.8% | +5.0% |
| 7D | +5.7% | -0.8% | +6.6% | +6.3% |
| 30D | +10.1% | +15.6% | -5.5% | +0.4% |
| 3M | +20.2% | +14.3% | +5.8% | +8.9% |
| 6M | +29.7% | +17.0% | +12.7% | +12.9% |
| YTD | +51.9% | +47.4% | +4.5% | +12.8% |
| 1Y | +66.0% | +52.4% | +13.6% | +19.2% |
| 3Y | +102.7% | +20.8% | +81.9% | +65.7% |
| 5Y | +138.9% | +191.7% | -52.8% | +2.4% |
| 10Y | +701.1% | +325.1% | +376.0% | +134.9% |
| All | +701.1% | +338.9% | +362.2% | +134.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COP.
Daily Out/Under-Performance
Portfolio return minus COP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COP 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 COP 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