+387.6%
CPRT vs VALE
+528.4%
-140.8%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -1.0% | -3.0% | -3.8% |
| 7D | -8.4% | -0.2% | -8.2% | -8.4% |
| 30D | +4.6% | +9.7% | -5.2% | +2.8% |
| 3M | -1.9% | +5.3% | -7.2% | -3.1% |
| 6M | -15.3% | +0.5% | -15.9% | -15.9% |
| YTD | -21.5% | +20.6% | -42.1% | -24.9% |
| 1Y | -36.6% | +57.6% | -94.2% | -42.4% |
| 3Y | -31.2% | +50.6% | -81.7% | -37.8% |
| 5Y | -14.1% | +41.8% | -56.0% | -24.1% |
| All | +387.6% | +528.4% | -140.8% | +210.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling