+34.5%
CORZ vs VALE
+61.4%
-26.9%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +1.9% | +2.8% | +3.7% |
| 7D | +16.6% | +2.9% | +13.6% | +14.6% |
| 30D | -10.9% | +8.8% | -19.6% | -15.1% |
| 3M | -31.0% | +6.8% | -37.8% | -33.7% |
| 6M | +26.0% | +6.9% | +19.1% | +20.7% |
| YTD | +28.6% | +22.8% | +5.8% | +21.2% |
| 1Y | +34.5% | +61.3% | -26.8% | +17.1% |
| All | +34.5% | +61.4% | -26.9% | +17.1% |
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