+11.2%
VALE vs CART
+39.2%
-28.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.6% | +2.7% | +3.3% |
| 7D | +5.6% | +1.5% | +4.0% | +5.5% |
| 30D | -12.1% | +22.4% | -34.5% | -13.0% |
| 3M | -16.3% | +16.5% | -32.8% | -17.0% |
| 6M | -26.0% | +44.9% | -70.9% | -27.4% |
| YTD | -5.5% | +30.0% | -35.5% | -6.7% |
| 1Y | +6.7% | +59.1% | -52.4% | +3.6% |
| 3Y | +10.2% | +138.8% | -128.6% | +3.5% |
| All | +11.2% | +39.2% | -28.0% | +5.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling