-7.3%
CMG vs VALE
+45.8%
-53.1%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.3% | +0.5% |
| 7D | -3.8% | -0.2% | -3.6% | -3.8% |
| 30D | +12.9% | +9.7% | +3.2% | +10.8% |
| 3M | +18.8% | +5.3% | +13.5% | +17.3% |
| 6M | +4.1% | +0.5% | +3.5% | +3.5% |
| YTD | -2.4% | +20.6% | -23.0% | -7.2% |
| 1Y | -6.7% | +57.6% | -64.3% | -16.5% |
| All | -7.3% | +45.8% | -53.1% | -19.2% |
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