+5,648.9%
CRM vs VALE
+1,195.9%
+4,453.0%
-70.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.2% |
| 7D | -8.1% | -0.2% | -7.9% | -8.1% |
| 30D | +23.1% | +9.7% | +13.3% | +19.8% |
| 3M | +42.5% | +5.3% | +37.3% | +39.7% |
| 6M | +25.3% | +0.5% | +24.8% | +23.7% |
| YTD | -7.8% | +20.6% | -28.4% | -14.3% |
| 1Y | +1.0% | +57.6% | -56.6% | -13.3% |
| 3Y | +10.0% | +50.6% | -40.6% | -6.3% |
| 5Y | -3.9% | +41.8% | -45.7% | -20.4% |
| 10Y | +233.2% | +515.1% | -281.9% | +53.4% |
| All | +5,648.9% | +1,195.9% | +4,453.0% | +1,610.6% |
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