-12.5%
CORZ vs VALE
-1.6%
-10.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.6% | +1.3% | -0.2% |
| 7D | +26.4% | -1.5% | +27.8% | +27.1% |
| 30D | -6.8% | -15.6% | +8.8% | +1.6% |
| 3M | -31.1% | -19.5% | -11.6% | -23.0% |
| 6M | -36.9% | -31.9% | -5.0% | -22.4% |
| YTD | -1.2% | -11.0% | +9.7% | +11.3% |
| 1Y | -12.5% | -2.1% | -10.4% | -5.2% |
| All | -12.5% | -1.6% | -10.9% | -5.2% |
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