-34.1%
CORZ vs VALE
+5.1%
-39.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.2% | +3.3% | +4.9% | +6.7% |
| 7D | +1.7% | +5.6% | -3.8% | -0.8% |
| 30D | -17.5% | -12.1% | -5.3% | -11.4% |
| 3M | -39.5% | -16.3% | -23.2% | -33.5% |
| 6M | -44.5% | -26.0% | -18.5% | -34.6% |
| YTD | -12.6% | -5.5% | -7.1% | -4.2% |
| All | -34.1% | +5.1% | -39.2% | -30.5% |
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