+3.7%
VALE vs CAI
+12.6%
-8.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.1% | +3.0% | +4.0% |
| 7D | -0.3% | -6.3% | +5.9% | 0.0% |
| 30D | -19.2% | +9.3% | -28.5% | -19.8% |
| 3M | -20.7% | +106.3% | -127.1% | -24.9% |
| 6M | -25.8% | +77.7% | -103.5% | -29.2% |
| YTD | -9.8% | +23.1% | -32.9% | -11.7% |
| 1Y | +3.7% | +6.5% | -2.9% | +1.6% |
| All | +3.7% | +12.6% | -8.9% | +1.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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