+114.0%
CSCO vs VALE
+41.9%
+72.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.9% | -1.9% | -0.3% |
| 7D | -0.5% | +2.9% | -3.4% | -0.9% |
| 30D | -10.1% | +8.8% | -18.9% | -11.1% |
| 3M | -11.7% | +6.8% | -18.5% | -12.6% |
| 6M | +40.1% | +6.9% | +33.2% | +38.4% |
| YTD | +43.8% | +22.8% | +21.0% | +39.5% |
| 1Y | +66.6% | +61.3% | +5.4% | +56.0% |
| 3Y | +108.5% | +53.3% | +55.2% | +93.9% |
| 5Y | +114.0% | +44.9% | +69.1% | +94.5% |
| All | +114.0% | +41.9% | +72.1% | +94.5% |
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