+489.2%
VALE vs CRS
+1,392.1%
-902.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | +0.1% |
| 7D | -0.3% | -6.8% | +6.5% | +2.1% |
| 30D | +8.6% | -16.1% | +24.8% | +14.9% |
| 3M | +2.0% | -21.2% | +23.2% | +9.5% |
| 6M | +2.1% | +8.7% | -6.6% | -2.5% |
| YTD | +20.2% | +41.0% | -20.8% | +4.3% |
| 1Y | +55.2% | +82.7% | -27.5% | +20.8% |
| 3Y | +45.9% | +604.8% | -558.9% | -37.2% |
| 5Y | +41.4% | +1,384.7% | -1,343.3% | -58.4% |
| All | +489.2% | +1,392.1% | -902.8% | +42.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling