+84.1%
VALE vs CAI
-11.0%
+95.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.1% | -1.0% |
| 7D | -0.2% | -5.1% | +4.9% | +0.1% |
| 30D | +9.7% | +3.9% | +5.9% | +9.5% |
| 3M | +5.3% | +40.1% | -34.8% | +3.1% |
| 6M | +0.5% | +29.7% | -29.1% | -1.6% |
| YTD | +20.6% | -10.9% | +31.5% | +19.9% |
| 1Y | +57.6% | -28.0% | +85.6% | +57.4% |
| All | +84.1% | -11.0% | +95.0% | +83.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling