+3,122.5%
COR vs VALE
+1,645.1%
+1,477.4%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | -0.5% | +3.5% | +3.0% |
| 7D | +7.8% | -3.2% | +11.0% | +8.3% |
| 30D | +7.0% | -15.1% | +22.1% | +9.2% |
| 3M | +16.3% | -18.7% | +35.0% | +19.1% |
| 6M | +41.3% | -31.5% | +72.8% | +47.6% |
| YTD | +7.1% | -11.4% | +18.6% | +7.7% |
| 1Y | -0.8% | -1.9% | +1.0% | -1.7% |
| 3Y | +85.0% | +1.7% | +83.3% | +80.2% |
| 5Y | +203.9% | +35.4% | +168.4% | +178.0% |
| 10Y | +510.3% | +204.8% | +305.4% | +371.6% |
| All | +3,122.5% | +1,645.1% | +1,477.4% | +1,787.0% |
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 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