+377.3%
CSCO vs VALE
+493.0%
-115.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | 0.0% | -1.8% | +1.8% | +0.4% |
| 30D | -10.7% | +6.7% | -17.4% | -12.0% |
| 3M | -8.7% | +4.9% | -13.6% | -9.8% |
| 6M | +44.9% | +3.6% | +41.3% | +43.1% |
| YTD | +44.1% | +21.9% | +22.3% | +37.1% |
| 1Y | +65.9% | +61.6% | +4.3% | +48.2% |
| 3Y | +109.0% | +52.1% | +56.9% | +86.2% |
| 5Y | +114.8% | +43.2% | +71.6% | +86.2% |
| 10Y | +377.3% | +521.5% | -144.2% | +194.1% |
| All | +377.3% | +493.0% | -115.6% | +194.1% |
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