+1,015.5%
FCX vs COR
+18,126.9%
-17,111.5%
-92.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | -4.9% | +2.8% | -7.6% | -5.5% |
| 30D | +4.8% | +4.5% | +0.3% | +3.6% |
| 3M | +4.6% | +22.7% | -18.1% | -1.0% |
| 6M | +10.8% | -9.7% | +20.6% | +12.2% |
| YTD | +44.2% | -1.4% | +45.6% | +42.6% |
| 1Y | +59.6% | +13.9% | +45.6% | +51.5% |
| 3Y | +82.2% | +94.0% | -11.7% | +48.3% |
| 5Y | +115.6% | +184.0% | -68.4% | +59.4% |
| 10Y | +670.6% | +406.8% | +263.8% | +388.9% |
| All | +1,015.5% | +18,126.9% | -17,111.5% | +372.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling