+217.2%
CVX vs VALE
+528.4%
-311.2%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +0.7% | -0.2% | +0.9% | +0.7% |
| 30D | +9.1% | +9.7% | -0.6% | +5.9% |
| 3M | +13.1% | +5.3% | +7.8% | +10.8% |
| 6M | +16.3% | +0.5% | +15.7% | +14.5% |
| YTD | +43.5% | +20.6% | +22.9% | +32.2% |
| 1Y | +40.2% | +57.6% | -17.4% | +18.0% |
| 3Y | +44.2% | +50.6% | -6.3% | +20.1% |
| 5Y | +170.6% | +41.8% | +128.8% | +120.3% |
| All | +217.2% | +528.4% | -311.2% | +66.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling