+2,404.5%
CTAS vs VALE
+1,654.5%
+750.1%
-65.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.6% | +2.7% | +0.6% |
| 7D | +0.5% | -1.5% | +2.0% | +0.7% |
| 30D | +10.2% | -15.6% | +25.9% | +13.9% |
| 3M | +12.1% | -19.5% | +31.6% | +16.7% |
| 6M | +38.3% | -31.9% | +70.1% | +48.4% |
| YTD | +21.9% | -11.0% | +32.9% | +23.0% |
| 1Y | +24.0% | -2.1% | +26.1% | +22.6% |
| 3Y | +75.1% | +1.4% | +73.8% | +69.3% |
| 5Y | +116.9% | +36.2% | +80.8% | +90.2% |
| 10Y | +821.3% | +206.4% | +614.8% | +536.5% |
| All | +2,404.5% | +1,654.5% | +750.1% | +981.9% |
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