+189.0%
CDE vs VALE
+40.3%
+148.7%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.4% |
| 7D | -3.1% | -0.3% | -2.8% | -3.0% |
| 30D | +9.5% | +8.6% | +0.8% | +2.5% |
| 3M | +25.5% | +2.0% | +23.5% | +24.2% |
| 6M | -7.9% | +2.1% | -10.0% | -7.7% |
| YTD | +15.6% | +20.2% | -4.7% | +3.5% |
| 1Y | +34.0% | +55.2% | -21.1% | +0.3% |
| 3Y | +791.9% | +45.9% | +746.0% | +590.2% |
| All | +189.0% | +40.3% | +148.7% | +141.0% |
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