-70.0%
CPNG vs VALE
+49.1%
-119.1%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.4% | -0.2% |
| 7D | -7.6% | -1.8% | -5.7% | -7.2% |
| 30D | -8.8% | +6.7% | -15.5% | -10.2% |
| 3M | -7.2% | +4.9% | -12.1% | -8.5% |
| 6M | -21.5% | +3.6% | -25.1% | -22.5% |
| YTD | -37.4% | +21.9% | -59.3% | -40.6% |
| 1Y | -54.3% | +61.6% | -115.9% | -59.5% |
| 3Y | -20.3% | +52.1% | -72.4% | -29.4% |
| 5Y | -51.2% | +43.2% | -94.4% | -56.8% |
| All | -70.0% | +49.1% | -119.1% | -71.1% |
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