+90.2%
FCX vs COP
+19.9%
+70.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.1% | +1.3% | +0.6% |
| 7D | -4.9% | +3.0% | -7.9% | -5.8% |
| 30D | +4.8% | +17.5% | -12.7% | -0.4% |
| 3M | +4.6% | +13.4% | -8.7% | +0.2% |
| 6M | +10.8% | +17.7% | -6.9% | +1.9% |
| YTD | +44.2% | +46.6% | -2.4% | +17.8% |
| 1Y | +59.6% | +44.6% | +15.0% | +30.1% |
| All | +90.2% | +19.9% | +70.3% | +64.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling