+1,329.9%
CB vs VALE
+1,702.7%
-372.8%
-51.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.2% | -3.0% | -2.0% |
| 7D | +0.2% | +1.8% | -1.5% | -0.1% |
| 30D | +9.1% | -14.8% | +23.9% | +12.5% |
| 3M | +3.4% | -19.0% | +22.4% | +7.5% |
| 6M | +14.1% | -27.7% | +41.8% | +20.9% |
| YTD | +18.0% | -8.5% | +26.5% | +18.3% |
| 1Y | +30.1% | +2.6% | +27.5% | +27.2% |
| 3Y | +71.8% | +4.0% | +67.7% | +64.6% |
| 5Y | +101.8% | +51.2% | +50.6% | +72.3% |
| 10Y | +252.1% | +263.0% | -10.9% | +126.9% |
| All | +1,329.9% | +1,702.7% | -372.8% | +460.1% |
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