+50.0%
CI vs VALE
+48.9%
+1.2%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.3% | -2.6% | +0.5% |
| 7D | +0.1% | +5.6% | -5.4% | -0.2% |
| 30D | +4.7% | -12.1% | +16.8% | +5.5% |
| 3M | +5.2% | -16.3% | +21.5% | +6.3% |
| 6M | +3.8% | -26.0% | +29.8% | +5.7% |
| YTD | +9.2% | -5.5% | +14.7% | +8.7% |
| 1Y | +14.3% | +6.7% | +7.6% | +12.5% |
| 3Y | +8.4% | +10.2% | -1.7% | +6.3% |
| 5Y | +50.0% | +49.7% | +0.3% | +40.2% |
| All | +50.0% | +48.9% | +1.2% | +40.2% |
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 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