+43.2%
VALE vs CRL
-37.6%
+80.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.6% |
| 7D | -1.8% | -4.6% | +2.8% | -1.0% |
| 30D | +6.7% | +0.5% | +6.2% | +6.5% |
| 3M | +4.9% | +46.6% | -41.7% | -2.4% |
| 6M | +3.6% | +57.3% | -53.7% | -5.5% |
| YTD | +21.9% | +39.5% | -17.7% | +13.2% |
| 1Y | +61.6% | +76.9% | -15.3% | +42.6% |
| 3Y | +52.1% | +39.4% | +12.8% | +36.0% |
| 5Y | +43.2% | -37.2% | +80.3% | +52.2% |
| All | +43.2% | -37.6% | +80.8% | +52.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling