+475.2%
COR vs VALE
+206.4%
+268.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.4% | +0.2% |
| 7D | +2.9% | -1.5% | +4.3% | +3.0% |
| 30D | +5.8% | -15.6% | +21.5% | +7.9% |
| 3M | +11.4% | -19.5% | +31.0% | +14.1% |
| 6M | +34.5% | -31.9% | +66.3% | +40.2% |
| YTD | +4.1% | -11.0% | +15.0% | +4.2% |
| 1Y | -3.1% | -2.1% | -1.0% | -4.3% |
| 3Y | +80.9% | +1.4% | +79.5% | +76.1% |
| 5Y | +195.1% | +36.2% | +159.0% | +165.4% |
| All | +475.2% | +206.4% | +268.7% | +337.5% |
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