+204.8%
VALE vs CAG
-37.3%
+242.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.2% | -1.8% | -0.7% |
| 7D | -3.2% | -3.3% | +0.2% | -2.6% |
| 30D | -15.1% | +7.7% | -22.7% | -16.2% |
| 3M | -18.7% | -3.2% | -15.5% | -18.4% |
| 6M | -31.5% | +7.0% | -38.4% | -32.7% |
| YTD | -11.4% | -9.0% | -2.5% | -10.5% |
| 1Y | -1.9% | -9.6% | +7.8% | -0.8% |
| 3Y | +1.7% | -36.0% | +37.7% | +8.8% |
| 5Y | +35.4% | -40.9% | +76.3% | +46.5% |
| All | +204.8% | -37.3% | +242.1% | +200.3% |
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