-14.6%
CRH vs VALE
+60.7%
-75.3%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | -1.7% | +1.6% | -3.3% | -2.2% |
| 30D | -5.4% | +5.1% | -10.5% | -6.9% |
| 3M | -11.2% | -0.4% | -10.8% | -11.3% |
| 6M | -15.8% | -2.2% | -13.6% | -16.2% |
| YTD | -23.6% | +20.5% | -44.2% | -25.9% |
| 1Y | -14.6% | +61.2% | -75.8% | -22.0% |
| All | -14.6% | +60.7% | -75.3% | -22.0% |
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