+153.3%
CMI vs VALE
+45.4%
+107.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -0.7% | -0.3% | -0.5% | -0.6% |
| 30D | -12.4% | +8.6% | -21.0% | -15.1% |
| 3M | -14.8% | +2.0% | -16.8% | -15.6% |
| 6M | +0.8% | +2.1% | -1.3% | -0.3% |
| YTD | +10.2% | +20.2% | -10.0% | +4.0% |
| 1Y | +37.4% | +55.2% | -17.7% | +20.4% |
| 3Y | +153.3% | +45.9% | +107.4% | +117.1% |
| All | +153.3% | +45.4% | +107.9% | +117.1% |
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