+61.2%
VALE vs CRS
+102.1%
-40.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.7% | -1.9% | -0.5% |
| 7D | +1.6% | -0.2% | +1.8% | +1.6% |
| 30D | +5.1% | -16.6% | +21.8% | +8.2% |
| 3M | -0.4% | -3.5% | +3.1% | -0.2% |
| 6M | -2.2% | +15.4% | -17.6% | -5.4% |
| YTD | +20.5% | +51.2% | -30.7% | +15.0% |
| 1Y | +61.2% | +98.3% | -37.1% | +55.2% |
| All | +61.2% | +102.1% | -40.9% | +55.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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