-23.9%
CPRT vs VALE
+3.0%
-26.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | +4.1% | +0.9% | +5.4% |
| 7D | +12.6% | -0.3% | +13.0% | +12.5% |
| 30D | +18.0% | -19.2% | +37.2% | +15.5% |
| 3M | +11.0% | -20.7% | +31.7% | +8.2% |
| 6M | -2.0% | -25.8% | +23.8% | -4.4% |
| YTD | -16.7% | -9.8% | -6.9% | -19.3% |
| 1Y | -23.9% | +3.7% | -27.5% | -26.5% |
| All | -23.9% | +3.0% | -26.9% | -26.5% |
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