+180.9%
COR vs VALE
+43.3%
+137.7%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.3% | -0.4% |
| 7D | -3.9% | -1.8% | -2.0% | -3.9% |
| 30D | -0.3% | +6.7% | -7.0% | -0.4% |
| 3M | +15.9% | +4.9% | +11.0% | +15.8% |
| 6M | -10.3% | +3.6% | -13.8% | -10.4% |
| YTD | -3.7% | +21.9% | -25.6% | -4.5% |
| 1Y | +9.1% | +61.6% | -52.5% | +6.9% |
| 3Y | +86.6% | +52.1% | +34.4% | +82.8% |
| 5Y | +180.9% | +43.2% | +137.7% | +181.4% |
| All | +180.9% | +43.3% | +137.7% | +181.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling