+1,066.6%
CVX vs VALE
+2,275.1%
-1,208.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.3% | -1.0% | -1.2% |
| 7D | +3.3% | +1.6% | +1.7% | +2.8% |
| 30D | +12.9% | +5.1% | +7.8% | +10.9% |
| 3M | +11.7% | -0.4% | +12.1% | +11.3% |
| 6M | +14.1% | -2.2% | +16.4% | +13.2% |
| YTD | +40.7% | +20.5% | +20.2% | +29.8% |
| 1Y | +37.5% | +61.2% | -23.7% | +15.4% |
| 3Y | +43.9% | +43.1% | +0.8% | +22.4% |
| 5Y | +161.5% | +34.0% | +127.5% | +118.2% |
| 10Y | +215.1% | +469.7% | -254.6% | +50.9% |
| All | +1,066.6% | +2,275.1% | -1,208.5% | +297.9% |
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