-5.8%
CI vs VALE
+58.5%
-64.3%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.8% |
| 7D | -1.1% | -1.8% | +0.7% | -1.2% |
| 30D | +0.5% | +6.7% | -6.2% | +0.7% |
| 3M | -5.2% | +4.9% | -10.1% | -4.9% |
| 6M | +4.3% | +3.6% | +0.7% | +4.3% |
| YTD | +2.8% | +21.9% | -19.1% | +3.0% |
| 1Y | -5.8% | +61.6% | -67.4% | +3.2% |
| All | -5.8% | +58.5% | -64.3% | +3.2% |
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