+98.0%
FCX vs CORZ
+225.9%
-127.9%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CORZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.4% | +2.9% | 0.0% |
| 7D | +3.1% | +7.6% | -4.5% | +1.9% |
| 30D | +8.1% | -6.9% | +15.1% | +9.2% |
| 3M | +18.9% | -33.0% | +52.0% | +25.5% |
| 6M | +26.6% | +19.3% | +7.3% | +22.6% |
| YTD | +51.2% | +24.2% | +26.9% | +45.5% |
| 1Y | +75.6% | +24.5% | +51.1% | +68.0% |
| All | +98.0% | +225.9% | -127.9% | +79.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling