+444.5%
CORZ vs VALE
+37.5%
+407.0%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +3.7% |
| 7D | +16.6% | +2.9% | +13.6% | +14.7% |
| 30D | -10.9% | +8.8% | -19.6% | -15.0% |
| 3M | -31.0% | +6.8% | -37.8% | -33.7% |
| 6M | +26.0% | +6.9% | +19.1% | +21.1% |
| YTD | +28.6% | +22.8% | +5.8% | +15.3% |
| 1Y | +34.5% | +61.3% | -26.8% | +3.7% |
| All | +444.5% | +37.5% | +407.0% | +361.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling