+216.7%
CTVA vs VALE
+140.0%
+76.7%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.5% | -0.3% | -4.2% | -4.4% |
| 30D | +11.3% | +8.6% | +2.7% | +8.3% |
| 3M | +12.3% | +2.0% | +10.3% | +11.2% |
| 6M | +7.2% | +2.1% | +5.1% | +5.5% |
| YTD | +26.0% | +20.2% | +5.8% | +16.9% |
| 1Y | +16.0% | +55.2% | -39.1% | -1.4% |
| 3Y | +73.9% | +45.9% | +28.0% | +47.9% |
| 5Y | +103.8% | +41.4% | +62.4% | +66.3% |
| All | +216.7% | +140.0% | +76.7% | +75.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling