+492.2%
COR vs VALE
+204.8%
+287.4%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.0% |
| 7D | +7.8% | -3.2% | +11.0% | +8.2% |
| 30D | +7.0% | -15.1% | +22.1% | +9.0% |
| 3M | +16.3% | -18.7% | +35.0% | +18.9% |
| 6M | +41.3% | -31.5% | +72.8% | +47.2% |
| YTD | +7.1% | -11.4% | +18.6% | +7.4% |
| 1Y | -0.8% | -1.9% | +1.0% | -2.0% |
| 3Y | +85.0% | +1.7% | +83.3% | +80.0% |
| 5Y | +203.9% | +35.4% | +168.4% | +173.4% |
| All | +492.2% | +204.8% | +287.4% | +350.7% |
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