+425.9%
CARR vs VALE
+297.4%
+128.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.8% | -1.2% | -1.8% |
| 7D | +0.6% | -1.8% | +2.5% | +1.0% |
| 30D | -8.7% | +6.7% | -15.3% | -10.2% |
| 3M | -18.4% | +4.9% | -23.3% | -19.5% |
| 6M | -0.6% | +3.6% | -4.2% | -1.7% |
| YTD | +10.9% | +21.9% | -10.9% | +5.4% |
| 1Y | -7.3% | +61.6% | -68.8% | -17.5% |
| 3Y | +2.9% | +52.1% | -49.2% | -8.6% |
| 5Y | +9.6% | +43.2% | -33.5% | -3.9% |
| All | +425.9% | +297.4% | +128.5% | +228.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling