+137.3%
CTVA vs VALE
+76.8%
+60.4%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | -0.5% | +3.1% | +2.8% |
| 7D | -20.8% | -3.2% | -17.6% | -19.8% |
| 30D | -29.6% | -15.1% | -14.6% | -25.8% |
| 3M | -16.9% | -18.7% | +1.8% | -11.3% |
| 6M | -24.3% | -31.5% | +7.2% | -15.0% |
| YTD | -5.6% | -11.4% | +5.8% | -3.5% |
| 1Y | -4.2% | -1.9% | -2.3% | -5.4% |
| 3Y | +43.3% | +1.7% | +41.6% | +37.2% |
| 5Y | +35.7% | +35.4% | +0.3% | +10.1% |
| All | +137.3% | +76.8% | +60.4% | +44.6% |
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