+5,065.2%
CAT vs VALE
+2,275.1%
+2,790.1%
-73.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +1.7% | +1.6% | +0.1% | +1.1% |
| 30D | -6.6% | +5.1% | -11.7% | -8.4% |
| 3M | -13.3% | -0.4% | -12.9% | -13.3% |
| 6M | +11.6% | -2.2% | +13.8% | +12.3% |
| YTD | +42.9% | +20.5% | +22.4% | +32.7% |
| 1Y | +95.4% | +61.2% | +34.3% | +63.1% |
| 3Y | +196.6% | +43.1% | +153.4% | +153.8% |
| 5Y | +321.7% | +34.0% | +287.7% | +252.3% |
| 10Y | +1,140.8% | +469.7% | +671.1% | +449.9% |
| All | +5,065.2% | +2,275.1% | +2,790.1% | +1,364.0% |
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