+5.6%
CNC vs VALE
+40.3%
-34.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.6% |
| 7D | -0.9% | -0.3% | -0.7% | -0.9% |
| 30D | -1.0% | +8.6% | -9.6% | -1.3% |
| 3M | +4.5% | +2.0% | +2.6% | +4.4% |
| 6M | +85.2% | +2.1% | +83.1% | +84.5% |
| YTD | +61.4% | +20.2% | +41.2% | +58.7% |
| 1Y | +94.9% | +55.2% | +39.7% | +88.4% |
| 3Y | 0.0% | +45.9% | -45.9% | -3.0% |
| All | +5.6% | +40.3% | -34.7% | +2.2% |
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 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