+1,701.1%
VALE vs CASY
+6,601.5%
-4,900.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.8% |
| 7D | +1.3% | +5.8% | -4.5% | -0.8% |
| 30D | -14.3% | +10.7% | -25.0% | -17.6% |
| 3M | -16.8% | -13.9% | -3.0% | -13.1% |
| 6M | -30.2% | -18.4% | -11.8% | -26.9% |
| YTD | -8.6% | +29.6% | -38.2% | -19.9% |
| 1Y | +1.6% | +32.8% | -31.2% | -12.0% |
| 3Y | +4.1% | +162.3% | -158.2% | -33.4% |
| 5Y | +38.7% | +265.0% | -226.4% | -24.8% |
| 10Y | +214.6% | +555.4% | -340.8% | +28.6% |
| All | +1,701.1% | +6,601.5% | -4,900.4% | +185.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling