-5.7%
COF vs VALE
+57.8%
-63.5%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.6% |
| 7D | -5.1% | -0.3% | -4.9% | -5.1% |
| 30D | -6.0% | +8.6% | -14.7% | -7.8% |
| 3M | +14.8% | +2.0% | +12.8% | +14.2% |
| 6M | +15.3% | +2.1% | +13.2% | +14.6% |
| YTD | -13.0% | +20.2% | -33.3% | -19.4% |
| 1Y | -5.7% | +55.2% | -60.9% | -18.5% |
| All | -5.7% | +57.8% | -63.5% | -18.5% |
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 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