+489.2%
VALE vs CBRE
+407.4%
+81.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.8% | -2.2% | -1.1% |
| 7D | -0.3% | -5.0% | +4.7% | +1.8% |
| 30D | +8.6% | -4.7% | +13.3% | +10.2% |
| 3M | +2.0% | +6.5% | -4.5% | -1.9% |
| 6M | +2.1% | +6.1% | -3.9% | -1.6% |
| YTD | +20.2% | -12.6% | +32.8% | +24.1% |
| 1Y | +55.2% | -15.3% | +70.5% | +61.9% |
| 3Y | +45.9% | +64.6% | -18.7% | +7.7% |
| 5Y | +41.4% | +45.0% | -3.6% | +7.5% |
| All | +489.2% | +407.4% | +81.8% | +137.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CBRE.
Daily Out/Under-Performance
Portfolio return minus CBRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBRE 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 10y: compounded portfolio wealth divided by compounded CBRE 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…
10y analysis · Full analysis span regression · 6 months rolling