+2,275.1%
VALE vs CAG
+112.1%
+2,163.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +1.6% | -3.8% | +5.4% | +3.1% |
| 30D | +5.1% | +3.1% | +2.0% | +3.8% |
| 3M | -0.4% | +23.5% | -23.9% | -9.0% |
| 6M | -2.2% | -14.8% | +12.6% | +2.6% |
| YTD | +20.5% | -5.4% | +26.0% | +21.0% |
| 1Y | +61.2% | -11.8% | +73.0% | +65.4% |
| 3Y | +43.1% | -36.7% | +79.8% | +64.0% |
| 5Y | +34.0% | -40.3% | +74.2% | +54.3% |
| 10Y | +469.7% | -37.0% | +506.7% | +479.5% |
| All | +2,275.1% | +112.1% | +2,163.0% | +1,059.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling