+216.8%
CB vs VALE
+473.3%
-256.5%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.9% | -3.3% | -1.8% |
| 7D | -0.6% | +2.9% | -3.5% | -1.1% |
| 30D | -3.9% | +8.8% | -12.7% | -5.3% |
| 3M | +4.9% | +6.8% | -1.9% | +3.5% |
| 6M | +3.3% | +6.9% | -3.6% | +1.5% |
| YTD | +8.5% | +22.8% | -14.3% | +3.7% |
| 1Y | +22.1% | +61.3% | -39.2% | +11.0% |
| 3Y | +70.1% | +53.3% | +16.8% | +53.8% |
| 5Y | +97.4% | +44.9% | +52.5% | +74.9% |
| 10Y | +216.8% | +486.8% | -270.0% | +116.5% |
| All | +216.8% | +473.3% | -256.5% | +116.5% |
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