+8,227.4%
CMI vs VALE
+2,301.5%
+5,925.8%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +0.7% | -1.8% | +2.5% | +1.4% |
| 30D | -12.3% | +6.7% | -18.9% | -14.7% |
| 3M | -16.8% | +4.9% | -21.7% | -18.7% |
| 6M | +1.5% | +3.6% | -2.1% | -0.4% |
| YTD | +9.8% | +21.9% | -12.1% | +0.7% |
| 1Y | +42.6% | +61.6% | -19.0% | +16.6% |
| 3Y | +151.0% | +52.1% | +98.9% | +104.4% |
| 5Y | +167.0% | +43.2% | +123.9% | +107.8% |
| 10Y | +512.2% | +521.5% | -9.4% | +108.6% |
| All | +8,227.4% | +2,301.5% | +5,925.8% | +1,454.3% |
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 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