-1.5%
COF vs VALE
+60.7%
-62.2%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.4% |
| 7D | +1.8% | +1.6% | +0.2% | +1.4% |
| 30D | -0.6% | +5.1% | -5.7% | -1.7% |
| 3M | +20.3% | -0.4% | +20.7% | +20.3% |
| 6M | +13.0% | -2.2% | +15.2% | +13.2% |
| YTD | -8.3% | +20.5% | -28.9% | -14.6% |
| 1Y | -1.5% | +61.2% | -62.6% | -10.3% |
| All | -1.5% | +60.7% | -62.2% | -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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling