+164.7%
FCX vs COPX
+198.0%
-33.2%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +4.1% | +1.2% | +0.8% |
| 7D | +5.7% | +5.8% | 0.0% | -0.6% |
| 30D | +10.1% | +7.2% | +2.8% | +2.1% |
| 3M | +20.2% | +16.5% | +3.7% | +1.1% |
| 6M | +29.7% | +18.4% | +11.2% | +5.6% |
| YTD | +51.9% | +31.9% | +20.0% | +8.1% |
| 1Y | +66.0% | +88.5% | -22.5% | -22.6% |
| 3Y | +102.7% | +173.1% | -70.3% | -38.1% |
| 5Y | +138.9% | +193.1% | -54.3% | -31.2% |
| 10Y | +701.1% | +591.7% | +109.4% | -5.9% |
| All | +164.7% | +198.0% | -33.2% | -32.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling