+20.8%
COP vs VALE
+53.3%
-32.5%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.9% | -1.3% | +0.3% |
| 7D | -0.8% | +2.9% | -3.8% | -1.2% |
| 30D | +15.6% | +8.8% | +6.8% | +14.2% |
| 3M | +14.3% | +6.8% | +7.6% | +13.1% |
| 6M | +17.0% | +6.9% | +10.1% | +14.3% |
| YTD | +47.4% | +22.8% | +24.6% | +38.3% |
| 1Y | +52.4% | +61.3% | -8.8% | +33.2% |
| 3Y | +20.8% | +53.3% | -32.5% | +5.0% |
| All | +20.8% | +53.3% | -32.5% | +5.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling