+204.8%
VALE vs CRL
+350.3%
-145.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.3% | -0.3% |
| 7D | -3.2% | +0.1% | -3.3% | -3.2% |
| 30D | -15.1% | +11.9% | -27.0% | -18.5% |
| 3M | -18.7% | +20.2% | -38.9% | -23.7% |
| 6M | -31.5% | +107.5% | -139.0% | -45.8% |
| YTD | -11.4% | +69.4% | -80.9% | -26.6% |
| 1Y | -1.9% | +99.7% | -101.6% | -22.8% |
| 3Y | +1.7% | +98.8% | -97.1% | -26.3% |
| 5Y | +35.4% | -12.4% | +47.9% | +33.0% |
| All | +204.8% | +350.3% | -145.4% | +47.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling