+20.8%
FCX vs CORZ
+22.1%
-1.3%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.1% | +0.3% | +0.3% |
| 7D | -4.9% | +8.4% | -13.2% | -7.3% |
| 30D | +4.8% | -17.8% | +22.6% | +11.0% |
| 3M | +4.6% | -35.9% | +40.5% | +22.3% |
| All | +20.8% | +22.1% | -1.3% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CORZ.
Daily Out/Under-Performance
Portfolio return minus CORZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CORZ 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 6mo: compounded portfolio wealth divided by compounded CORZ 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…
6mo analysis · Full analysis span regression · 6 months rolling