+16.0%
CTVA vs VALE
+57.8%
-41.8%
-17.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.6% |
| 7D | -4.5% | -0.3% | -4.2% | -4.5% |
| 30D | +11.3% | +8.6% | +2.7% | +9.9% |
| 3M | +12.3% | +2.0% | +10.3% | +11.8% |
| 6M | +7.2% | +2.1% | +5.1% | +6.3% |
| YTD | +26.0% | +20.2% | +5.8% | +22.0% |
| 1Y | +16.0% | +55.2% | -39.1% | +17.7% |
| All | +16.0% | +57.8% | -41.8% | +17.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling