+4.1%
VALE vs CART
+137.8%
-133.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +5.5% | +0.3% | +5.2% | +5.5% |
| 30D | -15.0% | +22.4% | -37.4% | -15.8% |
| 3M | -20.0% | +15.6% | -35.7% | -20.6% |
| 6M | -28.4% | +44.9% | -73.3% | -29.7% |
| YTD | -8.6% | +30.0% | -38.6% | -9.7% |
| 1Y | +2.0% | +56.6% | -54.7% | -0.9% |
| 3Y | +4.1% | +131.9% | -127.8% | -1.7% |
| All | +4.1% | +137.8% | -133.7% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling