+322.1%
CORZ vs VALE
-0.8%
+322.9%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.5% | +1.5% | +1.2% |
| 7D | +23.5% | -3.2% | +26.7% | +25.4% |
| 30D | +7.5% | -15.1% | +22.5% | +16.2% |
| 3M | -26.6% | -18.7% | -7.9% | -18.8% |
| 6M | -39.5% | -31.5% | -8.0% | -26.7% |
| YTD | -0.3% | -11.4% | +11.2% | +5.7% |
| 1Y | -4.2% | -1.9% | -2.4% | -4.2% |
| All | +322.1% | -0.8% | +322.9% | +323.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling