+38.7%
VALE vs CRL
-11.4%
+50.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.1% | -1.1% | -2.9% |
| 7D | +5.5% | -1.7% | +7.2% | +5.6% |
| 30D | -15.0% | +14.6% | -29.6% | -17.4% |
| 3M | -20.0% | +24.8% | -44.8% | -23.5% |
| 6M | -28.4% | +94.7% | -123.1% | -37.1% |
| YTD | -8.6% | +73.4% | -81.9% | -18.6% |
| 1Y | +2.0% | +104.7% | -102.7% | -12.2% |
| 3Y | +4.1% | +101.1% | -97.0% | -14.2% |
| All | +38.7% | -11.4% | +50.1% | +39.5% |
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