-33.5%
CPRT vs VALE
+4.4%
-37.9%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.4% | +1.3% | -2.7% | -1.4% |
| 30D | +21.5% | -14.3% | +35.8% | +22.1% |
| 3M | +9.4% | -16.8% | +26.2% | +9.8% |
| 6M | -3.3% | -30.2% | +26.9% | -1.7% |
| YTD | -17.8% | -8.6% | -9.2% | -19.3% |
| 1Y | -22.2% | +1.6% | -23.8% | -24.6% |
| All | -33.5% | +4.4% | -37.9% | -37.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling