+204.8%
VALE vs CBRE
+379.0%
-174.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -3.2% | -1.8% | -1.4% | -2.4% |
| 30D | -15.1% | +3.3% | -18.4% | -16.6% |
| 3M | -18.7% | -12.4% | -6.3% | -15.0% |
| 6M | -31.5% | -5.4% | -26.1% | -31.2% |
| YTD | -11.4% | -17.2% | +5.8% | -7.1% |
| 1Y | -1.9% | -13.1% | +11.2% | +0.7% |
| 3Y | +1.7% | +81.6% | -79.9% | -28.9% |
| 5Y | +35.4% | +26.4% | +9.0% | +9.5% |
| All | +204.8% | +379.0% | -174.2% | +28.4% |
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