+108.5%
CSCO vs VALE
+53.3%
+55.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.4% |
| 7D | -0.5% | +2.9% | -3.4% | -1.1% |
| 30D | -10.1% | +8.8% | -18.9% | -11.5% |
| 3M | -11.7% | +6.8% | -18.5% | -12.9% |
| 6M | +40.1% | +6.9% | +33.2% | +37.7% |
| YTD | +43.8% | +22.8% | +21.0% | +37.5% |
| 1Y | +66.6% | +61.3% | +5.4% | +51.1% |
| 3Y | +108.5% | +53.3% | +55.2% | +83.4% |
| All | +108.5% | +53.3% | +55.2% | +83.4% |
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