+34.2%
CVS vs VALE
+40.1%
-5.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | 0.0% |
| 7D | -2.0% | -0.2% | -1.8% | -2.0% |
| 30D | +1.9% | +9.7% | -7.8% | +1.3% |
| 3M | -2.2% | +5.3% | -7.4% | -2.5% |
| 6M | +26.7% | +0.5% | +26.2% | +26.4% |
| YTD | +22.9% | +20.6% | +2.3% | +20.7% |
| 1Y | +32.9% | +57.6% | -24.7% | +27.9% |
| 3Y | +62.3% | +50.6% | +11.7% | +56.0% |
| 5Y | +34.2% | +41.8% | -7.6% | +31.7% |
| All | +34.2% | +40.1% | -5.9% | +31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling