+110.0%
CTAS vs VALE
+44.4%
+65.7%
-27.7%
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% | -0.2% |
| 7D | 0.0% | +2.9% | -3.0% | -0.3% |
| 30D | -1.0% | +8.8% | -9.8% | -1.8% |
| 3M | +15.8% | +6.8% | +9.0% | +14.9% |
| 6M | -1.0% | +6.9% | -7.9% | -1.9% |
| YTD | +7.4% | +22.8% | -15.4% | +4.5% |
| 1Y | -0.1% | +61.3% | -61.4% | -5.9% |
| 3Y | +66.3% | +53.3% | +13.0% | +56.4% |
| All | +110.0% | +44.4% | +65.7% | +105.2% |
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