+41.8%
VALE vs CAG
-42.8%
+84.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.7% | +1.7% | -0.6% |
| 7D | -0.2% | -5.9% | +5.7% | +0.7% |
| 30D | +9.7% | -1.5% | +11.3% | +10.0% |
| 3M | +5.3% | +11.5% | -6.2% | +3.2% |
| 6M | +0.5% | -15.7% | +16.2% | +3.6% |
| YTD | +20.6% | -10.2% | +30.8% | +22.7% |
| 1Y | +57.6% | -18.1% | +75.7% | +63.0% |
| 3Y | +50.6% | -39.4% | +89.9% | +63.6% |
| 5Y | +41.8% | -42.6% | +84.4% | +49.9% |
| All | +41.8% | -42.8% | +84.7% | +49.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling