+3.7%
VALE vs CAPR
+47.4%
-43.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +8.3% | -4.2% | +4.0% |
| 7D | -0.3% | +43.2% | -43.5% | -0.7% |
| 30D | -19.2% | +14.7% | -33.9% | -19.3% |
| 3M | -20.7% | +113.9% | -134.6% | -21.4% |
| 6M | -25.8% | -73.4% | +47.6% | -25.3% |
| YTD | -9.8% | -69.1% | +59.3% | -9.4% |
| 1Y | +3.7% | +47.2% | -43.5% | +1.2% |
| All | +3.7% | +47.4% | -43.8% | +1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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