+486.8%
VALE vs CASY
+549.1%
-62.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -3.0% | +4.9% | +2.7% |
| 7D | +2.9% | -4.4% | +7.3% | +4.1% |
| 30D | +8.8% | -12.0% | +20.8% | +12.6% |
| 3M | +6.8% | -2.3% | +9.1% | +5.8% |
| 6M | +6.9% | +10.5% | -3.6% | +1.7% |
| YTD | +22.8% | +33.0% | -10.2% | +10.2% |
| 1Y | +61.3% | +41.1% | +20.1% | +41.4% |
| 3Y | +53.3% | +207.5% | -154.2% | -0.5% |
| 5Y | +44.9% | +290.7% | -245.9% | -17.3% |
| 10Y | +486.8% | +556.5% | -69.7% | +174.5% |
| All | +486.8% | +549.1% | -62.3% | +174.5% |
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