+813.3%
FCX vs COP
+2,674.5%
-1,861.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.6% | +2.0% | +2.2% |
| 7D | -4.9% | -11.5% | +6.6% | +3.7% |
| 30D | -17.1% | +5.0% | -22.1% | -20.8% |
| 3M | -12.7% | +17.5% | -30.1% | -24.0% |
| 6M | -2.0% | +16.2% | -18.2% | -15.9% |
| YTD | +18.1% | +48.8% | -30.7% | -18.9% |
| 1Y | +55.2% | +64.1% | -8.9% | -1.6% |
| 3Y | +74.3% | +25.7% | +48.7% | +30.7% |
| 5Y | +71.9% | +114.4% | -42.5% | -19.9% |
| 10Y | +498.4% | +331.7% | +166.7% | +35.9% |
| All | +813.3% | +2,674.5% | -1,861.2% | +41.6% |
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