+1,160.1%
COP vs VALE
+2,301.5%
-1,141.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | -0.5% | -1.8% | +1.4% | +0.2% |
| 30D | +11.7% | +6.7% | +5.1% | +8.9% |
| 3M | +17.7% | +4.9% | +12.8% | +14.9% |
| 6M | +18.3% | +3.6% | +14.7% | +14.6% |
| YTD | +49.1% | +21.9% | +27.2% | +34.8% |
| 1Y | +53.3% | +61.6% | -8.2% | +24.4% |
| 3Y | +22.2% | +52.1% | -30.0% | -1.4% |
| 5Y | +193.3% | +43.2% | +150.1% | +133.3% |
| 10Y | +340.2% | +521.5% | -181.3% | +84.3% |
| All | +1,160.1% | +2,301.5% | -1,141.4% | +274.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling