+46.4%
VALE vs CBOE
+93.5%
-47.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | -1.1% |
| 7D | -0.2% | -3.7% | +3.5% | -0.5% |
| 30D | +9.7% | +2.0% | +7.8% | +9.9% |
| 3M | +5.3% | -4.2% | +9.5% | +5.0% |
| 6M | +0.5% | +1.2% | -0.6% | +1.2% |
| YTD | +20.6% | +15.4% | +5.2% | +22.0% |
| 1Y | +57.6% | +23.5% | +34.1% | +60.0% |
| All | +46.4% | +93.5% | -47.1% | +51.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling