+94.6%
FCX vs COR
+80.2%
+14.4%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +3.7% | +1.2% | +5.5% |
| 7D | -1.0% | +2.3% | -3.4% | -0.6% |
| 30D | -15.2% | +6.8% | -22.0% | -14.1% |
| 3M | -10.3% | +8.1% | -18.4% | -8.7% |
| 6M | +1.6% | +33.0% | -31.4% | +7.7% |
| YTD | +23.9% | +3.0% | +20.9% | +28.7% |
| 1Y | +58.0% | -3.4% | +61.4% | +61.7% |
| 3Y | +94.6% | +80.1% | +14.5% | +141.7% |
| All | +94.6% | +80.2% | +14.4% | +141.7% |
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