+224.3%
CTVA vs VALE
+145.2%
+79.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.9% | -4.1% | -2.8% |
| 7D | -2.1% | +2.9% | -5.0% | -3.0% |
| 30D | +12.0% | +8.8% | +3.2% | +8.9% |
| 3M | +13.5% | +6.8% | +6.7% | +10.7% |
| 6M | +12.1% | +6.9% | +5.2% | +8.7% |
| YTD | +29.0% | +22.8% | +6.2% | +18.9% |
| 1Y | +18.9% | +61.3% | -42.4% | -0.3% |
| 3Y | +78.9% | +53.3% | +25.6% | +49.6% |
| 5Y | +105.2% | +44.9% | +60.4% | +66.2% |
| All | +224.3% | +145.2% | +79.0% | +78.2% |
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 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