-46.8%
CPNG vs VALE
+60.7%
-107.5%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.2% | -1.4% |
| 7D | -7.4% | +1.6% | -9.0% | -7.7% |
| 30D | -4.4% | +5.1% | -9.6% | -5.4% |
| 3M | -7.5% | -0.4% | -7.1% | -7.7% |
| 6M | -19.9% | -2.2% | -17.7% | -20.9% |
| YTD | -35.2% | +20.5% | -55.7% | -35.4% |
| 1Y | -46.8% | +61.2% | -108.0% | -49.4% |
| All | -46.8% | +60.7% | -107.5% | -49.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling