-9.8%
CPRT vs VALE
+43.3%
-53.1%
-57.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.8% | -1.0% | -1.7% |
| 7D | -0.4% | -1.8% | +1.4% | -0.3% |
| 30D | +8.2% | +6.7% | +1.6% | +7.6% |
| 3M | +2.3% | +4.9% | -2.6% | +1.8% |
| 6M | -14.7% | +3.6% | -18.3% | -15.2% |
| YTD | -18.2% | +21.9% | -40.1% | -20.2% |
| 1Y | -33.4% | +61.6% | -94.9% | -36.9% |
| 3Y | -28.3% | +52.1% | -80.5% | -32.3% |
| 5Y | -9.8% | +43.2% | -53.0% | -8.9% |
| All | -9.8% | +43.3% | -53.1% | -8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling