+3.7%
VALE vs CBOE
+39.5%
-35.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.3% | +3.8% | +4.1% |
| 7D | -0.3% | +7.7% | -8.1% | +0.2% |
| 30D | -19.2% | +24.4% | -43.6% | -17.5% |
| 3M | -20.7% | +20.0% | -40.8% | -19.3% |
| 6M | -25.8% | +2.4% | -28.1% | -25.3% |
| YTD | -9.8% | +38.5% | -48.3% | -7.5% |
| 1Y | +3.7% | +39.0% | -35.3% | +6.4% |
| All | +3.7% | +39.5% | -35.8% | +6.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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