+386.3%
FCX vs COR
+505.6%
-119.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.1% | -3.6% |
| 7D | -2.4% | +2.4% | -4.8% | -3.2% |
| 30D | -18.0% | +7.7% | -25.7% | -20.2% |
| 3M | -14.3% | +7.5% | -21.8% | -16.9% |
| 6M | -1.7% | +34.1% | -35.9% | -13.4% |
| YTD | +19.8% | +3.9% | +16.0% | +15.5% |
| 1Y | +48.6% | -3.6% | +52.3% | +47.7% |
| 3Y | +85.8% | +80.5% | +5.3% | +30.7% |
| 5Y | +72.2% | +194.9% | -122.6% | -7.4% |
| 10Y | +386.3% | +486.6% | -100.3% | +82.8% |
| All | +386.3% | +505.6% | -119.3% | +82.8% |
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