+4.0%
VALE vs CASY
+154.1%
-150.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.2% |
| 7D | +1.8% | +1.1% | +0.7% | +1.7% |
| 30D | -14.8% | +8.7% | -23.5% | -15.5% |
| 3M | -19.0% | -17.3% | -1.7% | -17.7% |
| 6M | -27.7% | -19.7% | -8.0% | -26.3% |
| YTD | -8.5% | +24.8% | -33.3% | -12.1% |
| 1Y | +2.6% | +31.9% | -29.3% | -2.1% |
| 3Y | +4.0% | +155.4% | -151.4% | -9.5% |
| All | +4.0% | +154.1% | -150.0% | -9.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling