+4.8%
VALE vs CART
+39.2%
-34.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CART | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.6% |
| 7D | -1.5% | +1.2% | -2.7% | -1.5% |
| 30D | -15.6% | +17.8% | -33.4% | -16.3% |
| 3M | -19.5% | +20.7% | -40.2% | -20.3% |
| 6M | -31.9% | +49.7% | -81.6% | -33.3% |
| YTD | -11.0% | +30.0% | -41.0% | -12.1% |
| 1Y | -2.1% | +48.4% | -50.5% | -4.4% |
| 3Y | +1.4% | +132.0% | -130.6% | -4.5% |
| All | +4.8% | +39.2% | -34.5% | -0.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling