+1,110.0%
CVX vs VALE
+1,654.5%
-544.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.6% | +4.0% | +2.2% |
| 7D | +1.6% | -1.5% | +3.1% | +2.0% |
| 30D | -0.6% | -15.6% | +15.0% | +4.5% |
| 3M | +11.0% | -19.5% | +30.5% | +18.1% |
| 6M | +18.4% | -31.9% | +50.3% | +31.9% |
| YTD | +45.9% | -11.0% | +56.9% | +47.3% |
| 1Y | +46.7% | -2.1% | +48.8% | +43.5% |
| 3Y | +71.6% | +1.4% | +70.2% | +62.6% |
| 5Y | +131.4% | +36.2% | +95.3% | +91.5% |
| 10Y | +209.3% | +206.4% | +2.9% | +80.1% |
| All | +1,110.0% | +1,654.5% | -544.5% | +351.4% |
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