+138.9%
CI vs VALE
+497.6%
-358.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.9% | -3.7% | -2.2% |
| 7D | -2.0% | +2.9% | -4.9% | -2.6% |
| 30D | -1.8% | +8.8% | -10.6% | -3.5% |
| 3M | -4.2% | +6.8% | -11.0% | -5.7% |
| 6M | +2.7% | +6.9% | -4.2% | +0.7% |
| YTD | +1.9% | +22.8% | -20.9% | -3.2% |
| 1Y | -6.3% | +61.3% | -67.5% | -15.9% |
| 3Y | +3.9% | +53.3% | -49.4% | -7.5% |
| 5Y | +41.9% | +44.9% | -3.0% | +23.2% |
| All | +138.9% | +497.6% | -358.6% | +49.4% |
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 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