-13.0%
CIFR vs VALE
+38.6%
-51.5%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.9% | 0.0% | +8.9% | +8.9% |
| 7D | +9.4% | +1.3% | +8.1% | +8.7% |
| 30D | -45.3% | -14.3% | -31.0% | -40.5% |
| 3M | -58.7% | -16.8% | -41.9% | -54.4% |
| 6M | -64.9% | -30.2% | -34.7% | -57.1% |
| YTD | -51.8% | -8.6% | -43.2% | -48.5% |
| 1Y | -61.9% | +1.6% | -63.5% | -61.6% |
| 3Y | +138.6% | +4.1% | +134.5% | +133.3% |
| 5Y | -13.0% | +38.7% | -51.6% | -16.7% |
| All | -13.0% | +38.6% | -51.5% | -16.7% |
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