+373.5%
FCX vs COR
+486.2%
-112.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.0% | -5.0% | -3.1% |
| 7D | -0.3% | +7.8% | -8.1% | -3.1% |
| 30D | -14.7% | +7.0% | -21.7% | -16.8% |
| 3M | -11.2% | +16.3% | -27.4% | -16.2% |
| 6M | -11.4% | +41.3% | -52.7% | -23.4% |
| YTD | +17.7% | +7.1% | +10.6% | +12.1% |
| 1Y | +47.5% | -0.8% | +48.3% | +45.0% |
| 3Y | +83.9% | +85.0% | -1.1% | +28.2% |
| 5Y | +54.0% | +203.9% | -149.9% | -18.3% |
| All | +373.5% | +486.2% | -112.6% | +77.1% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling