+86.0%
VALE vs CAI
-11.0%
+97.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.6% |
| 7D | -1.8% | -3.1% | +1.3% | -1.7% |
| 30D | +6.7% | +2.7% | +4.0% | +6.4% |
| 3M | +4.9% | +41.7% | -36.8% | +2.6% |
| 6M | +3.6% | +26.5% | -22.9% | +1.5% |
| YTD | +21.9% | -10.9% | +32.8% | +21.2% |
| 1Y | +61.6% | -29.2% | +90.8% | +61.4% |
| All | +86.0% | -11.0% | +97.0% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling