+421.5%
CARR vs VALE
+292.0%
+129.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.3% | +1.8% | +1.5% |
| 7D | -3.8% | -0.3% | -3.5% | -3.7% |
| 30D | -8.9% | +8.6% | -17.5% | -10.8% |
| 3M | -17.3% | +2.0% | -19.3% | -17.9% |
| 6M | -1.4% | +2.1% | -3.5% | -2.2% |
| YTD | +10.0% | +20.2% | -10.2% | +4.9% |
| 1Y | -6.4% | +55.2% | -61.5% | -15.9% |
| 3Y | +1.5% | +45.9% | -44.3% | -9.0% |
| 5Y | +9.3% | +41.4% | -32.1% | -3.9% |
| All | +421.5% | +292.0% | +129.5% | +226.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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