-50.1%
CCI vs VALE
+40.1%
-90.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.7% | -1.6% |
| 7D | -4.4% | -0.2% | -4.2% | -4.4% |
| 30D | +0.3% | +9.7% | -9.4% | -0.9% |
| 3M | -20.0% | +5.3% | -25.2% | -20.6% |
| 6M | -14.5% | +0.5% | -15.1% | -14.9% |
| YTD | -14.9% | +20.6% | -35.5% | -17.6% |
| 1Y | -17.7% | +57.6% | -75.3% | -23.4% |
| 3Y | -12.4% | +50.6% | -62.9% | -18.8% |
| 5Y | -50.1% | +41.8% | -92.0% | -54.5% |
| All | -50.1% | +40.1% | -90.3% | -54.5% |
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