+202.4%
VALE vs CASY
+539.5%
-337.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.5% |
| 7D | +5.5% | +5.0% | +0.5% | +4.1% |
| 30D | -15.0% | +8.2% | -23.2% | -16.9% |
| 3M | -20.0% | -18.2% | -1.8% | -16.0% |
| 6M | -28.4% | -18.6% | -9.8% | -25.5% |
| YTD | -8.6% | +26.8% | -35.4% | -17.4% |
| 1Y | +2.0% | +31.6% | -29.6% | -9.1% |
| 3Y | +4.1% | +156.5% | -152.4% | -28.2% |
| 5Y | +46.4% | +258.6% | -212.2% | -14.1% |
| 10Y | +202.4% | +550.3% | -347.9% | +46.9% |
| All | +202.4% | +539.5% | -337.1% | +46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CASY.
Daily Out/Under-Performance
Portfolio return minus CASY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CASY 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 CASY 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