+395.9%
FCX vs COR
+489.9%
-94.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.3% | +2.7% | +2.9% |
| 7D | -0.8% | -1.2% | +0.4% | -0.3% |
| 30D | -15.1% | +7.6% | -22.7% | -17.3% |
| 3M | -9.6% | +5.0% | -14.6% | -11.5% |
| 6M | -3.1% | +35.3% | -38.3% | -14.8% |
| YTD | +23.4% | +4.2% | +19.2% | +18.8% |
| 1Y | +52.7% | -3.4% | +56.1% | +51.6% |
| 3Y | +91.4% | +81.1% | +10.3% | +34.4% |
| 5Y | +62.7% | +195.8% | -133.1% | -12.6% |
| 10Y | +395.9% | +493.6% | -97.7% | +84.8% |
| All | +395.9% | +489.9% | -94.1% | +84.8% |
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