+639.7%
CEG vs VALE
+46.0%
+593.6%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | +6.7% | +2.9% | +3.8% | +5.9% |
| 30D | +11.0% | +8.8% | +2.2% | +8.6% |
| 3M | +19.5% | +6.8% | +12.7% | +17.4% |
| 6M | -5.9% | +6.9% | -12.8% | -7.5% |
| YTD | -15.0% | +22.8% | -37.8% | -19.5% |
| 1Y | +0.6% | +61.3% | -60.6% | -10.8% |
| 3Y | +180.6% | +53.3% | +127.3% | +147.6% |
| All | +639.7% | +46.0% | +593.6% | +586.4% |
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