-53.4%
CPNG vs VALE
+57.8%
-111.2%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.3% | +3.4% | +3.1% |
| 7D | -1.1% | -0.3% | -0.8% | -1.1% |
| 30D | -7.4% | +8.6% | -16.0% | -8.8% |
| 3M | -12.3% | +2.0% | -14.3% | -12.9% |
| 6M | -19.4% | +2.1% | -21.6% | -20.8% |
| YTD | -35.9% | +20.2% | -56.1% | -36.3% |
| 1Y | -53.4% | +55.2% | -108.6% | -56.4% |
| All | -53.4% | +57.8% | -111.2% | -56.4% |
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