+582.9%
CEG vs VALE
+12.3%
+570.5%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.5% | +3.3% | +7.2% | +9.6% |
| 7D | +7.3% | +5.6% | +1.8% | +5.8% |
| 30D | -7.4% | -12.1% | +4.7% | -4.4% |
| 3M | +2.5% | -16.3% | +18.8% | +7.1% |
| 6M | -8.8% | -26.0% | +17.2% | -1.9% |
| YTD | -21.5% | -5.5% | -16.0% | -20.7% |
| 1Y | -22.5% | +6.7% | -29.2% | -24.0% |
| 3Y | +133.3% | +10.2% | +123.2% | +122.8% |
| All | +582.9% | +12.3% | +570.5% | +576.4% |
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