+225.5%
CRWD vs VALE
+40.3%
+185.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -3.0% | -0.3% | -2.7% | -2.9% |
| 30D | -6.8% | +8.6% | -15.4% | -8.5% |
| 3M | +19.6% | +2.0% | +17.6% | +18.8% |
| 6M | +87.1% | +2.1% | +85.0% | +85.3% |
| YTD | +76.4% | +20.2% | +56.2% | +67.5% |
| 1Y | +90.8% | +55.2% | +35.7% | +70.8% |
| 3Y | +380.0% | +45.9% | +334.1% | +327.1% |
| All | +225.5% | +40.3% | +185.2% | +208.2% |
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