+73.7%
CDE vs VALE
+2,301.5%
-2,227.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.8% | +2.4% | +2.1% |
| 7D | -2.0% | -1.8% | -0.1% | -1.0% |
| 30D | +15.7% | +6.7% | +9.1% | +11.5% |
| 3M | +30.5% | +4.9% | +25.6% | +27.9% |
| 6M | -7.4% | +3.6% | -11.0% | -7.7% |
| YTD | +17.9% | +21.9% | -4.0% | +7.9% |
| 1Y | +46.7% | +61.6% | -14.8% | +15.4% |
| 3Y | +851.3% | +52.1% | +799.2% | +676.3% |
| 5Y | +202.9% | +43.2% | +159.8% | +149.9% |
| 10Y | +58.2% | +521.5% | -463.3% | -52.5% |
| All | +73.7% | +2,301.5% | -2,227.8% | -52.3% |
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