+3.7%
VALE vs CAG
-6.8%
+10.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +6.0% | -1.9% | +4.0% |
| 7D | -0.3% | +9.7% | -10.0% | -0.3% |
| 30D | -19.2% | +15.8% | -35.0% | -19.1% |
| 3M | -20.7% | +1.8% | -22.5% | -20.5% |
| 6M | -25.8% | +11.5% | -37.3% | -25.5% |
| YTD | -9.8% | -6.7% | -3.1% | -4.5% |
| 1Y | +3.7% | -5.6% | +9.3% | +10.2% |
| All | +3.7% | -6.8% | +10.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 1y: compounded portfolio wealth divided by compounded CAG 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…
1y analysis · Full analysis span regression · 6 months rolling