+158.2%
VALE vs CAPR
-99.1%
+257.2%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | +1.6% | -2.0% | +3.6% | +1.6% |
| 30D | +5.1% | +139.2% | -134.1% | +3.1% |
| 3M | -0.4% | -66.4% | +66.0% | +0.3% |
| 6M | -2.2% | -63.1% | +60.9% | -1.8% |
| YTD | +20.5% | -67.4% | +88.0% | +21.3% |
| 1Y | +61.2% | +58.2% | +2.9% | +51.0% |
| 3Y | +43.1% | +42.2% | +0.9% | +31.0% |
| 5Y | +34.0% | +87.3% | -53.3% | +20.6% |
| 10Y | +469.7% | -75.3% | +544.9% | +386.0% |
| All | +158.2% | -99.1% | +257.2% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling