+371.0%
COF vs VALE
+2,301.5%
-1,930.5%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.2% |
| 7D | -2.7% | -1.8% | -0.8% | -2.0% |
| 30D | -3.4% | +6.7% | -10.0% | -5.9% |
| 3M | +15.4% | +4.9% | +10.5% | +12.8% |
| 6M | +14.4% | +3.6% | +10.8% | +11.9% |
| YTD | -12.0% | +21.9% | -33.9% | -19.7% |
| 1Y | -3.7% | +61.6% | -65.3% | -21.3% |
| 3Y | +121.1% | +52.1% | +68.9% | +81.0% |
| 5Y | +47.8% | +43.2% | +4.6% | +16.4% |
| 10Y | +250.3% | +521.5% | -271.2% | +38.8% |
| All | +371.0% | +2,301.5% | -1,930.5% | -22.1% |
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