+394.2%
COR vs VALE
+528.4%
-134.2%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.6% |
| 7D | -4.8% | -0.2% | -4.6% | -4.8% |
| 30D | -3.7% | +9.7% | -13.4% | -4.8% |
| 3M | +14.3% | +5.3% | +9.1% | +13.4% |
| 6M | -8.5% | +0.5% | -9.0% | -9.0% |
| YTD | -4.4% | +20.6% | -25.0% | -7.5% |
| 1Y | +9.1% | +57.6% | -48.5% | +1.7% |
| 3Y | +85.2% | +50.6% | +34.6% | +71.4% |
| 5Y | +180.7% | +41.8% | +138.8% | +155.3% |
| All | +394.2% | +528.4% | -134.2% | +239.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 10y: compounded portfolio wealth divided by compounded VALE 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…
10y analysis · Full analysis span regression · 6 months rolling