+6,781.2%
CME vs VALE
+2,152.6%
+4,628.6%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.2% |
| 7D | -1.6% | +1.6% | -3.2% | -2.0% |
| 30D | +6.2% | +5.1% | +1.1% | +4.8% |
| 3M | +10.4% | -0.4% | +10.8% | +10.2% |
| 6M | -9.5% | -2.2% | -7.3% | -9.9% |
| YTD | +6.0% | +20.5% | -14.5% | -0.1% |
| 1Y | +9.3% | +61.2% | -51.9% | -4.3% |
| 3Y | +57.7% | +43.1% | +14.5% | +38.8% |
| 5Y | +77.7% | +34.0% | +43.7% | +52.3% |
| 10Y | +281.2% | +469.7% | -188.4% | +93.8% |
| All | +6,781.2% | +2,152.6% | +4,628.6% | +2,603.7% |
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 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