+115.0%
FCX vs COPX
+167.3%
-52.2%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -7.0% | +0.4% | +0.6% |
| 7D | -1.9% | -2.9% | +1.0% | +1.1% |
| 30D | +3.4% | 0.0% | +3.4% | +3.5% |
| 3M | +15.0% | +14.8% | +0.2% | -0.5% |
| 6M | +14.6% | +7.0% | +7.6% | +5.6% |
| YTD | +41.2% | +23.8% | +17.4% | +9.6% |
| 1Y | +60.4% | +75.7% | -15.3% | -16.6% |
| 3Y | +88.4% | +156.4% | -68.0% | -36.4% |
| 5Y | +115.0% | +167.6% | -52.5% | -30.9% |
| All | +115.0% | +167.3% | -52.2% | -30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 5y: compounded portfolio wealth divided by compounded COPX 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…
5y analysis · Full analysis span regression · 6 months rolling