+69.3%
CCI vs VALE
+204.8%
-135.6%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.3% |
| 7D | +2.5% | -3.2% | +5.7% | +2.9% |
| 30D | +14.4% | -15.1% | +29.5% | +16.9% |
| 3M | +21.7% | -18.7% | +40.4% | +25.0% |
| 6M | +4.0% | -31.5% | +35.5% | +9.1% |
| YTD | +6.2% | -11.4% | +17.6% | +7.1% |
| 1Y | +5.4% | -1.9% | +7.3% | +4.8% |
| 3Y | +11.7% | +1.7% | +10.0% | +9.4% |
| 5Y | -35.6% | +35.4% | -71.1% | -40.3% |
| All | +69.3% | +204.8% | -135.6% | +39.2% |
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