+150.9%
CI vs VALE
+200.9%
-50.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -1.3% | +1.3% | -2.6% | -1.6% |
| 30D | +6.4% | -14.3% | +20.7% | +9.3% |
| 3M | +10.7% | -16.8% | +27.5% | +14.1% |
| 6M | +5.5% | -30.2% | +35.7% | +12.1% |
| YTD | +11.4% | -8.6% | +20.0% | +11.5% |
| 1Y | +15.0% | +1.6% | +13.4% | +12.6% |
| 3Y | +9.0% | +4.1% | +4.9% | +4.6% |
| 5Y | +52.0% | +38.7% | +13.3% | +30.6% |
| 10Y | +150.9% | +214.6% | -63.7% | +79.6% |
| All | +150.9% | +200.9% | -50.0% | +79.6% |
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 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