+1,774.2%
CCI vs VALE
+2,320.2%
-546.0%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.9% | -1.7% | -0.3% |
| 7D | +0.2% | +2.9% | -2.7% | -0.6% |
| 30D | +0.5% | +8.8% | -8.3% | -1.7% |
| 3M | -16.3% | +6.8% | -23.0% | -17.9% |
| 6M | -13.9% | +6.9% | -20.9% | -16.0% |
| YTD | -12.4% | +22.8% | -35.3% | -17.8% |
| 1Y | -15.2% | +61.3% | -76.4% | -25.7% |
| 3Y | -9.9% | +53.3% | -63.2% | -21.4% |
| 5Y | -50.8% | +44.9% | -95.7% | -58.3% |
| 10Y | +18.3% | +486.8% | -468.5% | -41.0% |
| All | +1,774.2% | +2,320.2% | -546.0% | +220.3% |
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