+97.5%
CSCO vs VALE
+1.2%
+96.3%
-27.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -0.5% | -5.7% | -6.1% |
| 7D | +1.9% | -3.2% | +5.1% | +2.5% |
| 30D | -15.8% | -15.1% | -0.8% | -13.3% |
| 3M | -15.4% | -18.7% | +3.3% | -12.2% |
| 6M | -5.4% | -31.5% | +26.1% | +1.0% |
| YTD | +26.5% | -11.4% | +37.9% | +28.4% |
| 1Y | +25.9% | -1.9% | +27.7% | +25.3% |
| 3Y | +97.5% | +1.7% | +95.9% | +85.7% |
| All | +97.5% | +1.2% | +96.3% | +85.7% |
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