+336.7%
COP vs VALE
+204.8%
+131.9%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.8% |
| 7D | +4.4% | -3.2% | +7.6% | +5.5% |
| 30D | 0.0% | -15.1% | +15.0% | +5.8% |
| 3M | +15.0% | -18.7% | +33.7% | +23.3% |
| 6M | +22.0% | -31.5% | +53.5% | +38.4% |
| YTD | +55.3% | -11.4% | +66.8% | +56.4% |
| 1Y | +64.1% | -1.9% | +66.0% | +58.4% |
| 3Y | +34.1% | +1.7% | +32.4% | +24.4% |
| 5Y | +133.4% | +35.4% | +97.9% | +83.8% |
| All | +336.7% | +204.8% | +131.9% | +172.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling