+2.0%
VALE vs CAPR
+47.8%
-45.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -9.9% | +6.7% | -3.2% |
| 7D | +5.5% | +7.6% | -2.2% | +5.4% |
| 30D | -15.0% | +13.3% | -28.3% | -15.1% |
| 3M | -20.0% | +130.4% | -150.4% | -20.8% |
| 6M | -28.4% | -70.8% | +42.4% | -28.0% |
| YTD | -8.6% | -69.3% | +60.7% | -8.2% |
| 1Y | +2.0% | +59.5% | -57.6% | -0.7% |
| All | +2.0% | +47.8% | -45.9% | -0.7% |
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