+2.0%
VALE vs CASY
+31.3%
-29.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.3% |
| 7D | +5.5% | +5.0% | +0.5% | +5.2% |
| 30D | -15.0% | +8.2% | -23.2% | -15.4% |
| 3M | -20.0% | -18.2% | -1.8% | -19.0% |
| 6M | -28.4% | -18.6% | -9.8% | -25.7% |
| YTD | -8.6% | +26.8% | -35.4% | -14.3% |
| 1Y | +2.0% | +31.6% | -29.6% | -4.6% |
| All | +2.0% | +31.3% | -29.3% | -4.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling