+10.9%
CMG vs VALE
+3.0%
+7.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.8% | +4.1% | +1.7% | +5.2% |
| 7D | +22.5% | -0.3% | +22.9% | +22.5% |
| 30D | +14.1% | -19.2% | +33.3% | +18.5% |
| 3M | +4.1% | -20.7% | +24.8% | +8.4% |
| 6M | +10.1% | -25.8% | +35.9% | +15.8% |
| YTD | -4.9% | -9.8% | +4.9% | -9.6% |
| 1Y | +10.9% | +3.7% | +7.2% | -4.9% |
| All | +10.9% | +3.0% | +7.9% | -4.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling