+932.8%
CSCO vs VALE
+2,275.1%
-1,342.2%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.8% | +0.6% |
| 7D | -0.7% | +1.6% | -2.3% | -1.1% |
| 30D | -10.1% | +5.1% | -15.2% | -11.3% |
| 3M | -15.7% | -0.4% | -15.3% | -15.7% |
| 6M | +36.3% | -2.2% | +38.5% | +36.2% |
| YTD | +43.8% | +20.5% | +23.3% | +36.1% |
| 1Y | +63.9% | +61.2% | +2.8% | +44.1% |
| 3Y | +104.4% | +43.1% | +61.2% | +81.6% |
| 5Y | +111.4% | +34.0% | +77.4% | +82.5% |
| 10Y | +361.7% | +469.7% | -108.0% | +147.6% |
| All | +932.8% | +2,275.1% | -1,342.2% | +196.7% |
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 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