+16.2%
CVS vs VALE
-2.8%
+19.0%
-26.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.5% |
| 7D | +6.6% | -3.2% | +9.8% | +6.3% |
| 30D | -0.4% | -15.1% | +14.6% | -0.8% |
| 3M | -5.3% | -18.7% | +13.4% | -5.7% |
| 6M | -7.7% | -31.5% | +23.8% | -8.4% |
| YTD | +16.0% | -11.4% | +27.5% | +11.8% |
| 1Y | +16.2% | -1.9% | +18.1% | +9.2% |
| All | +16.2% | -2.8% | +19.0% | +9.2% |
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 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