+2,864.9%
COR vs VALE
+2,275.1%
+589.8%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.6% | -1.8% |
| 7D | +2.8% | +1.6% | +1.2% | +2.6% |
| 30D | +4.5% | +5.1% | -0.6% | +3.8% |
| 3M | +22.7% | -0.4% | +23.1% | +22.5% |
| 6M | -9.7% | -2.2% | -7.5% | -9.9% |
| YTD | -1.4% | +20.5% | -22.0% | -4.6% |
| 1Y | +13.9% | +61.2% | -47.2% | +5.9% |
| 3Y | +94.0% | +43.1% | +50.8% | +80.8% |
| 5Y | +184.0% | +34.0% | +150.1% | +161.3% |
| 10Y | +406.8% | +469.7% | -62.9% | +260.8% |
| All | +2,864.9% | +2,275.1% | +589.8% | +1,571.8% |
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