+87.4%
COR vs VALE
+53.3%
+34.0%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -1.7% |
| 7D | -1.9% | +2.9% | -4.8% | -1.6% |
| 30D | +1.5% | +8.8% | -7.3% | +2.3% |
| 3M | +18.7% | +6.8% | +11.9% | +19.6% |
| 6M | -9.0% | +6.9% | -15.9% | -8.2% |
| YTD | -3.3% | +22.8% | -26.1% | -1.5% |
| 1Y | +9.8% | +61.3% | -51.4% | +14.0% |
| 3Y | +87.4% | +53.3% | +34.0% | +96.0% |
| All | +87.4% | +53.3% | +34.0% | +96.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling