+1,431.9%
CIEN vs VALE
+528.4%
+903.5%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.8% |
| 7D | +5.4% | -0.2% | +5.6% | +5.5% |
| 30D | -13.7% | +9.7% | -23.4% | -15.7% |
| 3M | -23.0% | +5.3% | -28.3% | -24.1% |
| 6M | -0.8% | +0.5% | -1.4% | -0.7% |
| YTD | +43.1% | +20.6% | +22.4% | +37.7% |
| 1Y | +157.6% | +57.6% | +100.0% | +133.6% |
| 3Y | +593.8% | +50.6% | +543.3% | +525.9% |
| 5Y | +520.6% | +41.8% | +478.7% | +450.3% |
| All | +1,431.9% | +528.4% | +903.5% | +881.3% |
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