+607.3%
CEG vs VALE
+43.4%
+563.9%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | +0.3% | -0.2% | +0.5% | +0.4% |
| 30D | +2.9% | +9.7% | -6.9% | +0.6% |
| 3M | +18.2% | +5.3% | +12.9% | +16.6% |
| 6M | -9.5% | +0.5% | -10.1% | -9.8% |
| YTD | -18.7% | +20.6% | -39.3% | -22.7% |
| 1Y | -10.1% | +57.6% | -67.7% | -19.9% |
| 3Y | +168.3% | +50.6% | +117.8% | +137.8% |
| All | +607.3% | +43.4% | +563.9% | +559.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling