+902.2%
CI vs VALE
+2,275.1%
-1,372.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +1.3% | +1.6% | -0.3% | +0.9% |
| 30D | +4.4% | +5.1% | -0.7% | +3.2% |
| 3M | +0.7% | -0.4% | +1.1% | +0.4% |
| 6M | +0.3% | -2.2% | +2.6% | 0.0% |
| YTD | +3.8% | +20.5% | -16.7% | -1.7% |
| 1Y | -5.5% | +61.2% | -66.7% | -16.4% |
| 3Y | +8.1% | +43.1% | -35.0% | -3.8% |
| 5Y | +42.8% | +34.0% | +8.8% | +24.1% |
| 10Y | +143.9% | +469.7% | -325.8% | +37.2% |
| All | +902.2% | +2,275.1% | -1,372.8% | +353.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling