+3,034.5%
COR vs VALE
+1,701.1%
+1,333.3%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | -1.2% | +1.3% | -2.5% | -1.3% |
| 30D | +7.6% | -14.3% | +22.0% | +9.7% |
| 3M | +5.0% | -16.8% | +21.8% | +7.3% |
| 6M | +35.3% | -30.2% | +65.5% | +41.1% |
| YTD | +4.2% | -8.6% | +12.8% | +4.3% |
| 1Y | -3.4% | +1.6% | -5.1% | -4.7% |
| 3Y | +81.1% | +4.1% | +77.0% | +75.9% |
| 5Y | +195.8% | +38.7% | +157.1% | +169.8% |
| 10Y | +493.6% | +214.6% | +279.0% | +356.9% |
| All | +3,034.5% | +1,701.1% | +1,333.3% | +1,728.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling