-30.2%
VALE vs CASY
-17.3%
-12.9%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | +0.1% |
| 7D | +1.3% | +5.8% | -4.5% | +1.7% |
| 30D | -14.3% | +10.7% | -25.0% | -13.8% |
| 3M | -16.8% | -13.9% | -3.0% | -17.8% |
| 6M | -30.2% | -18.4% | -11.8% | -31.6% |
| All | -30.2% | -17.3% | -12.9% | -31.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling