+695.3%
CAT vs VALE
+206.4%
+488.9%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.2% | +1.6% |
| 7D | +9.3% | -1.5% | +10.8% | +10.0% |
| 30D | -21.5% | -15.6% | -5.9% | -16.5% |
| 3M | -29.1% | -19.5% | -9.5% | -23.3% |
| 6M | -33.4% | -31.9% | -1.5% | -23.4% |
| YTD | +6.6% | -11.0% | +17.5% | +10.5% |
| 1Y | +6.5% | -2.1% | +8.6% | +6.5% |
| 3Y | +162.7% | +1.4% | +161.3% | +154.9% |
| 5Y | +214.2% | +36.2% | +178.1% | +159.5% |
| All | +695.3% | +206.4% | +488.9% | +398.9% |
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