+102.7%
FCX vs COR
+87.4%
+15.3%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | -1.9% | +7.2% | +5.0% |
| 7D | +5.7% | -1.9% | +7.6% | +5.3% |
| 30D | +10.1% | +1.5% | +8.5% | +10.5% |
| 3M | +20.2% | +18.7% | +1.5% | +24.5% |
| 6M | +29.7% | -9.0% | +38.7% | +30.7% |
| YTD | +51.9% | -3.3% | +55.2% | +55.6% |
| 1Y | +66.0% | +9.8% | +56.1% | +75.2% |
| 3Y | +102.7% | +87.4% | +15.4% | +145.6% |
| All | +102.7% | +87.4% | +15.3% | +145.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling