+1,323.7%
CB vs VALE
+1,761.8%
-438.1%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +3.3% | -3.7% | -1.1% |
| 7D | -1.5% | +5.6% | -7.1% | -2.6% |
| 30D | +6.5% | -12.1% | +18.6% | +9.2% |
| 3M | +4.1% | -16.3% | +20.4% | +7.4% |
| 6M | +14.4% | -26.0% | +40.4% | +20.6% |
| YTD | +17.5% | -5.5% | +23.0% | +17.0% |
| 1Y | +27.5% | +6.7% | +20.9% | +23.7% |
| 3Y | +71.6% | +10.2% | +61.4% | +62.5% |
| 5Y | +100.6% | +49.7% | +50.9% | +71.8% |
| 10Y | +243.0% | +222.3% | +20.7% | +127.2% |
| All | +1,323.7% | +1,761.8% | -438.1% | +454.0% |
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