+7,496.8%
CME vs VALE
+1,608.3%
+5,888.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.3% | +4.8% | +2.3% |
| 7D | +1.7% | +5.5% | -3.8% | +0.3% |
| 30D | +10.2% | -15.0% | +25.1% | +14.2% |
| 3M | +17.8% | -20.0% | +37.8% | +23.6% |
| 6M | +11.0% | -28.4% | +39.4% | +19.1% |
| YTD | +17.0% | -8.6% | +25.6% | +17.4% |
| 1Y | +15.8% | +2.0% | +13.8% | +13.0% |
| 3Y | +61.8% | +4.1% | +57.7% | +53.6% |
| 5Y | +72.5% | +46.4% | +26.1% | +43.6% |
| 10Y | +288.0% | +202.4% | +85.6% | +133.8% |
| All | +7,496.8% | +1,608.3% | +5,888.5% | +3,075.6% |
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