-31.6%
CRCL vs VALE
+3.0%
-34.6%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +4.1% | -2.9% | -0.8% |
| 7D | -6.8% | -0.3% | -6.5% | -6.8% |
| 30D | -8.6% | -19.2% | +10.6% | +1.9% |
| 3M | +20.3% | -20.7% | +41.1% | +33.8% |
| 6M | -36.3% | -25.8% | -10.5% | -25.5% |
| YTD | -4.0% | -9.8% | +5.8% | -4.6% |
| 1Y | -31.6% | +3.7% | -35.2% | -51.1% |
| All | -31.6% | +3.0% | -34.6% | -51.1% |
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