+1,333.1%
CRWD vs VALE
+120.8%
+1,212.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -0.9% |
| 7D | +2.2% | -1.8% | +4.0% | +2.6% |
| 30D | -7.7% | +6.7% | -14.4% | -9.4% |
| 3M | +28.9% | +4.9% | +24.0% | +27.0% |
| 6M | +91.5% | +3.6% | +87.9% | +88.5% |
| YTD | +77.3% | +21.9% | +55.4% | +66.2% |
| 1Y | +96.3% | +61.6% | +34.7% | +70.7% |
| 3Y | +394.5% | +52.1% | +342.4% | +328.6% |
| 5Y | +213.5% | +43.2% | +170.3% | +167.4% |
| All | +1,333.1% | +120.8% | +1,212.3% | +954.8% |
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