+592.2%
CIEN vs VALE
+47.4%
+544.8%
-49.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.2% | -0.6% |
| 7D | -4.6% | -1.8% | -2.7% | -3.7% |
| 30D | -12.8% | +6.7% | -19.5% | -15.2% |
| 3M | -23.1% | +4.9% | -28.0% | -24.7% |
| 6M | +6.1% | +3.6% | +2.5% | +4.9% |
| YTD | +44.5% | +21.9% | +22.6% | +37.7% |
| 1Y | +176.6% | +61.6% | +115.1% | +146.7% |
| All | +592.2% | +47.4% | +544.8% | +501.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling