+22.4%
CCI vs VALE
+526.3%
-503.9%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | -0.3% | -0.3% | 0.0% | -0.2% |
| 30D | +2.2% | +8.6% | -6.4% | +1.1% |
| 3M | -16.9% | +2.0% | -18.9% | -17.2% |
| 6M | -11.5% | +2.1% | -13.7% | -12.1% |
| YTD | -12.8% | +20.2% | -33.1% | -15.5% |
| 1Y | -17.1% | +55.2% | -72.2% | -22.5% |
| 3Y | -9.6% | +45.9% | -55.5% | -15.6% |
| 5Y | -48.9% | +41.4% | -90.3% | -53.0% |
| All | +22.4% | +526.3% | -503.9% | -11.8% |
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