-27.1%
CPRT vs VALE
+53.3%
-80.4%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.9% | -5.2% | -3.5% |
| 7D | +0.4% | +2.9% | -2.5% | +0.2% |
| 30D | +9.9% | +8.8% | +1.1% | +9.1% |
| 3M | +5.6% | +6.8% | -1.1% | +5.0% |
| 6M | -13.6% | +6.9% | -20.5% | -14.4% |
| YTD | -16.7% | +22.8% | -39.6% | -19.5% |
| 1Y | -33.1% | +61.3% | -94.4% | -38.2% |
| 3Y | -27.1% | +53.3% | -80.4% | -33.4% |
| All | -27.1% | +53.3% | -80.4% | -33.4% |
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 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