+489.2%
VALE vs CAG
-36.2%
+525.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | -0.2% |
| 7D | -0.3% | -5.7% | +5.4% | +0.7% |
| 30D | +8.6% | -2.4% | +11.0% | +9.0% |
| 3M | +2.0% | +9.8% | -7.8% | -0.1% |
| 6M | +2.1% | -10.8% | +13.0% | +3.8% |
| YTD | +20.2% | -10.8% | +31.0% | +22.1% |
| 1Y | +55.2% | -19.0% | +74.1% | +60.1% |
| 3Y | +45.9% | -39.7% | +85.6% | +58.0% |
| 5Y | +41.4% | -43.0% | +84.4% | +54.0% |
| All | +489.2% | -36.2% | +525.4% | +513.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling