+48.0%
CVX vs VALE
+47.4%
+0.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.0% |
| 7D | +1.0% | -1.8% | +2.8% | +1.1% |
| 30D | +10.7% | +6.7% | +4.0% | +9.9% |
| 3M | +15.5% | +4.9% | +10.6% | +14.8% |
| 6M | +14.9% | +3.6% | +11.3% | +13.6% |
| YTD | +44.2% | +21.9% | +22.3% | +37.5% |
| 1Y | +43.5% | +61.6% | -18.0% | +29.2% |
| All | +48.0% | +47.4% | +0.6% | +34.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling