+94.1%
CRH vs VALE
+40.3%
+53.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.3% |
| 3M | -15.2% | +2.0% | -17.2% | -15.8% |
| 6M | -14.2% | +2.1% | -16.3% | -14.9% |
| YTD | -28.3% | +20.2% | -48.5% | -31.9% |
| 1Y | -21.8% | +55.2% | -76.9% | -30.5% |
| 3Y | +71.6% | +45.9% | +25.7% | +52.0% |
| All | +94.1% | +40.3% | +53.8% | +69.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling