-41.3%
CORZ vs VALE
+3.0%
-44.3%
-57.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.4% | +4.1% | -14.5% | -12.1% |
| 7D | -14.9% | -0.3% | -14.6% | -15.0% |
| 30D | -23.1% | -19.2% | -3.9% | -14.2% |
| 3M | -44.1% | -20.7% | -23.3% | -37.1% |
| 6M | -39.5% | -25.8% | -13.7% | -29.3% |
| YTD | -12.4% | -9.8% | -2.6% | -3.1% |
| 1Y | -41.3% | +3.7% | -45.0% | -42.2% |
| All | -41.3% | +3.0% | -44.3% | -42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling