+2,275.1%
VALE vs CASY
+6,988.7%
-4,713.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CASY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.3% | 0.0% | -0.1% |
| 7D | +1.6% | +0.1% | +1.5% | +1.5% |
| 30D | +5.1% | -11.3% | +16.5% | +9.7% |
| 3M | -0.4% | -0.6% | +0.2% | -2.1% |
| 6M | -2.2% | +10.7% | -12.9% | -7.9% |
| YTD | +20.5% | +37.1% | -16.6% | +4.4% |
| 1Y | +61.2% | +52.3% | +8.9% | +33.5% |
| 3Y | +43.1% | +215.2% | -172.0% | -14.3% |
| 5Y | +34.0% | +276.5% | -242.5% | -27.6% |
| 10Y | +469.7% | +508.4% | -38.7% | +142.1% |
| All | +2,275.1% | +6,988.7% | -4,713.6% | +272.5% |
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 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