+43.2%
VALE vs CBRE
+42.7%
+0.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.2% |
| 7D | -1.8% | -1.7% | -0.2% | -1.5% |
| 30D | +6.7% | -3.0% | +9.6% | +7.1% |
| 3M | +4.9% | +2.6% | +2.3% | +3.2% |
| 6M | +3.6% | +2.0% | +1.6% | +2.1% |
| YTD | +21.9% | -13.1% | +35.0% | +24.9% |
| 1Y | +61.6% | -13.8% | +75.4% | +65.7% |
| 3Y | +52.1% | +63.9% | -11.7% | +19.6% |
| 5Y | +43.2% | +42.3% | +0.8% | +10.2% |
| All | +43.2% | +42.7% | +0.5% | +10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling