-2.7%
CEG vs VALE
+60.7%
-63.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.1% | +5.0% |
| 7D | +8.0% | +1.6% | +6.4% | +7.5% |
| 30D | +12.9% | +5.1% | +7.8% | +11.2% |
| 3M | +13.2% | -0.4% | +13.6% | +13.1% |
| 6M | -7.0% | -2.2% | -4.8% | -7.0% |
| YTD | -15.0% | +20.5% | -35.5% | -20.1% |
| 1Y | -2.7% | +61.2% | -63.9% | -14.1% |
| All | -2.7% | +60.7% | -63.4% | -14.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling