+60.7%
COP vs VALE
+3.0%
+57.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +4.1% | -9.3% | -4.9% |
| 7D | -8.1% | -0.3% | -7.8% | -8.1% |
| 30D | +6.7% | -19.2% | +25.9% | +5.4% |
| 3M | +16.9% | -20.7% | +37.6% | +15.5% |
| 6M | +11.2% | -25.8% | +37.0% | +9.6% |
| YTD | +49.5% | -9.8% | +59.3% | +39.3% |
| 1Y | +60.7% | +3.7% | +57.0% | +43.2% |
| All | +60.7% | +3.0% | +57.7% | +43.2% |
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 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