-1.9%
VALE vs CART
+49.3%
-51.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.5% |
| 7D | -3.2% | +1.3% | -4.5% | -3.1% |
| 30D | -15.1% | +19.2% | -34.2% | -14.4% |
| 3M | -18.7% | +17.6% | -36.2% | -18.2% |
| 6M | -31.5% | +47.4% | -78.8% | -29.8% |
| YTD | -11.4% | +30.9% | -42.3% | -9.0% |
| 1Y | -1.9% | +46.0% | -47.8% | +1.1% |
| All | -1.9% | +49.3% | -51.1% | +1.1% |
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