+712.5%
CAT vs VALE
+223.9%
+488.6%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.2% | +3.3% | +3.9% | +6.0% |
| 7D | -2.4% | +5.6% | -8.0% | -4.5% |
| 30D | -25.0% | -12.1% | -12.9% | -21.4% |
| 3M | -28.7% | -16.3% | -12.4% | -24.1% |
| 6M | -33.0% | -26.0% | -7.0% | -25.3% |
| YTD | +5.4% | -5.5% | +10.9% | +6.9% |
| 1Y | +7.3% | +6.7% | +0.6% | +3.9% |
| 3Y | +166.0% | +10.2% | +155.9% | +150.3% |
| 5Y | +210.1% | +49.7% | +160.4% | +147.0% |
| 10Y | +712.5% | +222.3% | +490.3% | +396.2% |
| All | +712.5% | +223.9% | +488.6% | +396.2% |
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