+101.0%
CB vs VALE
+34.7%
+66.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.3% | -1.7% | -1.9% |
| 7D | +0.5% | +1.6% | -1.1% | +0.3% |
| 30D | -3.1% | +5.1% | -8.2% | -3.5% |
| 3M | +9.0% | -0.4% | +9.4% | +8.9% |
| 6M | +2.9% | -2.2% | +5.1% | +2.8% |
| YTD | +10.1% | +20.5% | -10.4% | +7.5% |
| 1Y | +22.8% | +61.2% | -38.4% | +16.0% |
| 3Y | +73.8% | +43.1% | +30.7% | +64.8% |
| All | +101.0% | +34.7% | +66.4% | +88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling