-3.1%
CMG vs VALE
+40.3%
-43.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.2% |
| 7D | -2.1% | -0.3% | -1.8% | -2.0% |
| 30D | +10.9% | +8.6% | +2.3% | +9.5% |
| 3M | +15.8% | +2.0% | +13.9% | +15.3% |
| 6M | +6.9% | +2.1% | +4.8% | +6.2% |
| YTD | -2.2% | +20.2% | -22.4% | -5.5% |
| 1Y | -7.1% | +55.2% | -62.2% | -13.9% |
| 3Y | -7.1% | +45.9% | -53.0% | -14.4% |
| All | -3.1% | +40.3% | -43.4% | -10.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling