+61.2%
VALE vs CRBG
+3.6%
+57.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.6% | +5.7% | -4.1% | +0.7% |
| 30D | +5.1% | +2.6% | +2.5% | +4.6% |
| 3M | -0.4% | +31.6% | -32.0% | -4.7% |
| 6M | -2.2% | +32.8% | -35.0% | -7.3% |
| YTD | +20.5% | +16.5% | +4.1% | +14.7% |
| 1Y | +61.2% | +6.1% | +55.1% | +50.8% |
| All | +61.2% | +3.6% | +57.6% | +50.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 1y: compounded portfolio wealth divided by compounded CRBG 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…
1y analysis · Full analysis span regression · 6 months rolling