+337.5%
COP vs VALE
+528.4%
-190.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.8% |
| 7D | +1.0% | -0.2% | +1.2% | +1.0% |
| 30D | +9.6% | +9.7% | -0.2% | +5.7% |
| 3M | +15.0% | +5.3% | +9.8% | +12.1% |
| 6M | +21.8% | +0.5% | +21.2% | +19.2% |
| YTD | +49.6% | +20.6% | +29.0% | +35.3% |
| 1Y | +49.9% | +57.6% | -7.7% | +21.5% |
| 3Y | +22.6% | +50.6% | -27.9% | -1.7% |
| 5Y | +193.6% | +41.8% | +151.8% | +131.1% |
| All | +337.5% | +528.4% | -190.9% | +106.5% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling