+1,126.0%
CAT vs VALE
+473.3%
+652.7%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.9% | -0.8% | +0.3% |
| 7D | +5.6% | +2.9% | +2.6% | +4.4% |
| 30D | -2.3% | +8.8% | -11.1% | -5.5% |
| 3M | -10.0% | +6.8% | -16.8% | -12.3% |
| 6M | +21.2% | +6.9% | +14.3% | +18.0% |
| YTD | +44.4% | +22.8% | +21.6% | +33.1% |
| 1Y | +96.3% | +61.3% | +35.0% | +63.6% |
| 3Y | +203.9% | +53.3% | +150.6% | +153.2% |
| 5Y | +333.5% | +44.9% | +288.6% | +250.9% |
| 10Y | +1,126.0% | +486.8% | +639.3% | +514.7% |
| All | +1,126.0% | +473.3% | +652.7% | +514.7% |
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