+3,210.6%
COST vs VALE
+2,301.5%
+909.1%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | -0.1% | -0.7% |
| 7D | -2.8% | -1.8% | -0.9% | -2.6% |
| 30D | -5.3% | +6.7% | -11.9% | -6.1% |
| 3M | -6.7% | +4.9% | -11.6% | -7.5% |
| 6M | -9.9% | +3.6% | -13.5% | -10.8% |
| YTD | +5.1% | +21.9% | -16.7% | +1.6% |
| 1Y | -7.3% | +61.6% | -68.8% | -13.9% |
| 3Y | +70.4% | +52.1% | +18.3% | +57.8% |
| 5Y | +104.4% | +43.2% | +61.2% | +86.6% |
| 10Y | +609.0% | +521.5% | +87.5% | +387.4% |
| All | +3,210.6% | +2,301.5% | +909.1% | +1,351.8% |
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