+53.5%
CME vs VALE
+53.3%
+0.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.9% | -3.0% | -1.1% |
| 7D | -2.9% | +2.9% | -5.8% | -2.8% |
| 30D | +5.5% | +8.8% | -3.3% | +5.6% |
| 3M | +11.0% | +6.8% | +4.2% | +11.1% |
| 6M | -9.7% | +6.9% | -16.6% | -9.8% |
| YTD | +4.9% | +22.8% | -18.0% | +4.6% |
| 1Y | +10.1% | +61.3% | -51.2% | +9.7% |
| 3Y | +53.5% | +53.3% | +0.2% | +54.5% |
| All | +53.5% | +53.3% | +0.2% | +54.5% |
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