+0.7%
VALE vs CRBG
+13.0%
-12.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -5.5% | +5.7% | +1.1% |
| 7D | +2.4% | -3.0% | +5.4% | +2.9% |
| 30D | -18.7% | -2.6% | -16.0% | -18.4% |
| 3M | -21.2% | +2.7% | -23.8% | -21.8% |
| 6M | -26.1% | +22.2% | -48.3% | -29.3% |
| YTD | -9.6% | +16.5% | -26.1% | -15.0% |
| 1Y | +0.7% | +16.9% | -16.2% | -5.7% |
| All | +0.7% | +13.0% | -12.2% | -5.7% |
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