+420.1%
CORZ vs VALE
+35.0%
+385.1%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | +0.1% |
| 7D | +8.4% | +1.6% | +6.8% | +7.3% |
| 30D | -17.8% | +5.1% | -22.9% | -20.2% |
| 3M | -35.9% | -0.4% | -35.5% | -36.0% |
| 6M | +12.9% | -2.2% | +15.1% | +13.6% |
| YTD | +22.9% | +20.5% | +2.3% | +11.2% |
| 1Y | +31.4% | +61.2% | -29.8% | +1.3% |
| All | +420.1% | +35.0% | +385.1% | +345.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling