+3.7%
VALE vs CART
+61.3%
-57.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +1.6% | +2.5% | +4.2% |
| 7D | -0.3% | +1.4% | -1.7% | -0.3% |
| 30D | -19.2% | +29.7% | -48.9% | -18.4% |
| 3M | -20.7% | +29.7% | -50.5% | -19.7% |
| 6M | -25.8% | +36.8% | -62.6% | -24.7% |
| YTD | -9.8% | +31.7% | -41.4% | -7.6% |
| 1Y | +3.7% | +62.4% | -58.7% | +5.3% |
| All | +3.7% | +61.3% | -57.6% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CART.
Daily Out/Under-Performance
Portfolio return minus CART return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CART 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 CART 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