-1.8%
CEG vs VALE
+58.5%
-60.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -0.9% | -1.5% |
| 7D | +1.3% | -1.8% | +3.2% | +1.9% |
| 30D | +8.8% | +6.7% | +2.2% | +6.7% |
| 3M | +17.0% | +4.9% | +12.1% | +15.1% |
| 6M | -8.7% | +3.6% | -12.3% | -9.6% |
| YTD | -16.4% | +21.9% | -38.3% | -22.1% |
| 1Y | -1.8% | +61.6% | -63.3% | -17.6% |
| All | -1.8% | +58.5% | -60.2% | -17.6% |
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