+75.6%
FCX vs COR
+9.1%
+66.4%
-24.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.6% |
| 7D | +3.1% | -3.9% | +7.0% | +2.4% |
| 30D | +8.1% | -0.3% | +8.4% | +8.1% |
| 3M | +18.9% | +15.9% | +3.1% | +22.0% |
| 6M | +26.6% | -10.3% | +36.9% | +32.1% |
| YTD | +51.2% | -3.7% | +54.9% | +60.9% |
| 1Y | +75.6% | +9.1% | +66.5% | +87.9% |
| All | +75.6% | +9.1% | +66.4% | +87.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling