+120.5%
COP vs VALE
+46.3%
+74.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -3.3% | +4.1% | +1.7% |
| 7D | -6.1% | +5.5% | -11.6% | -7.6% |
| 30D | +1.1% | -15.0% | +16.1% | +5.5% |
| 3M | +10.9% | -20.0% | +31.0% | +17.4% |
| 6M | +20.8% | -28.4% | +49.1% | +31.4% |
| YTD | +48.0% | -8.6% | +56.6% | +46.1% |
| 1Y | +58.5% | +2.0% | +56.6% | +50.4% |
| 3Y | +28.1% | +4.1% | +24.0% | +18.1% |
| 5Y | +120.5% | +46.4% | +74.0% | +78.0% |
| All | +120.5% | +46.3% | +74.1% | +78.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling