+827.0%
FCX vs COP
+2,660.7%
-1,833.7%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.8% | -4.1% | -3.9% |
| 7D | -2.4% | -6.1% | +3.7% | +2.0% |
| 30D | -18.0% | +1.1% | -19.1% | -19.4% |
| 3M | -14.3% | +10.9% | -25.2% | -22.2% |
| 6M | -1.7% | +20.8% | -22.5% | -18.0% |
| YTD | +19.8% | +48.0% | -28.2% | -17.4% |
| 1Y | +48.6% | +58.5% | -9.9% | -3.3% |
| 3Y | +85.8% | +28.1% | +57.7% | +37.1% |
| 5Y | +72.2% | +120.5% | -48.2% | -21.6% |
| 10Y | +386.3% | +310.1% | +76.2% | +15.1% |
| All | +827.0% | +2,660.7% | -1,833.7% | +44.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling