+766.3%
VALE vs CBRE
+2,001.9%
-1,235.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.7% |
| 7D | -3.2% | -1.8% | -1.4% | -2.5% |
| 30D | -15.1% | +3.3% | -18.4% | -16.5% |
| 3M | -18.7% | -12.4% | -6.3% | -15.3% |
| 6M | -31.5% | -5.4% | -26.1% | -31.2% |
| YTD | -11.4% | -17.2% | +5.8% | -7.4% |
| 1Y | -1.9% | -13.1% | +11.2% | +0.6% |
| 3Y | +1.7% | +81.6% | -79.9% | -23.6% |
| 5Y | +35.4% | +26.4% | +9.0% | +14.5% |
| 10Y | +204.8% | +381.6% | -176.8% | +48.7% |
| All | +766.3% | +2,001.9% | -1,235.6% | +162.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling