+3,235.0%
CNC vs VALE
+2,301.5%
+933.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 7D | -4.9% | -1.8% | -3.0% | -4.6% |
| 30D | -3.8% | +6.7% | -10.4% | -5.0% |
| 3M | -3.2% | +4.9% | -8.1% | -4.3% |
| 6M | +47.9% | +3.6% | +44.3% | +45.8% |
| YTD | +55.7% | +21.9% | +33.8% | +48.3% |
| 1Y | +106.2% | +61.6% | +44.7% | +86.1% |
| 3Y | -2.1% | +52.1% | -54.2% | -12.4% |
| 5Y | +3.4% | +43.2% | -39.8% | -9.5% |
| 10Y | +91.7% | +521.5% | -429.9% | +16.2% |
| All | +3,235.0% | +2,301.5% | +933.5% | +715.5% |
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