+3.7%
VALE vs CRL
+85.3%
-81.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -7.3% | +11.4% | +4.5% |
| 7D | -0.3% | -12.8% | +12.4% | +0.6% |
| 30D | -19.2% | +5.0% | -24.2% | -20.0% |
| 3M | -20.7% | +39.4% | -60.1% | -23.7% |
| 6M | -25.8% | +89.4% | -115.1% | -31.0% |
| YTD | -9.8% | +63.6% | -73.3% | -16.1% |
| 1Y | +3.7% | +83.5% | -79.8% | -4.6% |
| All | +3.7% | +85.3% | -81.7% | -4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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