+2,764.3%
CPRT vs VALE
+1,701.1%
+1,063.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -1.4% | +1.3% | -2.7% | -1.6% |
| 30D | +21.5% | -14.3% | +35.8% | +24.8% |
| 3M | +9.4% | -16.8% | +26.2% | +12.7% |
| 6M | -3.3% | -30.2% | +26.9% | +2.6% |
| YTD | -17.8% | -8.6% | -9.2% | -17.7% |
| 1Y | -22.2% | +1.6% | -23.8% | -23.6% |
| 3Y | -34.0% | +4.1% | -38.1% | -36.4% |
| 5Y | -15.4% | +38.7% | -54.1% | -25.3% |
| 10Y | +376.0% | +214.6% | +161.4% | +234.2% |
| All | +2,764.3% | +1,701.1% | +1,063.2% | +787.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling