+107.7%
COST vs VALE
+40.3%
+67.4%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -1.2% | -0.3% | -0.9% | -1.2% |
| 30D | -4.7% | +8.6% | -13.3% | -5.2% |
| 3M | -7.1% | +2.0% | -9.1% | -7.3% |
| 6M | -8.5% | +2.1% | -10.7% | -8.9% |
| YTD | +5.4% | +20.2% | -14.8% | +3.5% |
| 1Y | -5.6% | +55.2% | -60.8% | -9.2% |
| 3Y | +68.5% | +45.9% | +22.6% | +61.7% |
| All | +107.7% | +40.3% | +67.4% | +108.9% |
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 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