+245.6%
CRH vs VALE
+526.3%
-280.7%
-53.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.3% | +1.3% | +1.1% |
| 7D | -6.1% | -0.3% | -5.8% | -6.0% |
| 30D | -9.3% | +8.6% | -17.9% | -11.6% |
| 3M | -15.2% | +2.0% | -17.2% | -16.0% |
| 6M | -14.2% | +2.1% | -16.3% | -15.0% |
| YTD | -28.3% | +20.2% | -48.5% | -32.7% |
| 1Y | -21.8% | +55.2% | -76.9% | -32.1% |
| 3Y | +71.6% | +45.9% | +25.7% | +49.2% |
| 5Y | +96.6% | +41.4% | +55.2% | +64.7% |
| All | +245.6% | +526.3% | -280.7% | +98.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling