+2,275.1%
VALE vs CRL
+853.7%
+1,421.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.3% |
| 7D | +1.6% | -1.0% | +2.6% | +2.0% |
| 30D | +5.1% | +10.7% | -5.5% | +1.3% |
| 3M | -0.4% | +55.3% | -55.7% | -15.7% |
| 6M | -2.2% | +60.7% | -62.9% | -19.4% |
| YTD | +20.5% | +44.6% | -24.1% | +2.3% |
| 1Y | +61.2% | +77.7% | -16.6% | +25.4% |
| 3Y | +43.1% | +37.6% | +5.5% | +13.2% |
| 5Y | +34.0% | -35.8% | +69.8% | +38.5% |
| 10Y | +469.7% | +241.7% | +227.9% | +168.5% |
| All | +2,275.1% | +853.7% | +1,421.4% | +674.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling