+3.7%
VALE vs CCJ
-26.2%
+29.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -1.2% | +5.3% | +4.5% |
| 7D | -0.3% | -14.5% | +14.2% | +4.8% |
| 30D | -19.2% | -18.1% | -1.2% | -13.9% |
| 3M | -20.7% | -23.0% | +2.3% | -13.9% |
| 6M | -25.8% | -39.4% | +13.6% | -12.3% |
| YTD | -9.8% | -21.7% | +11.9% | +1.3% |
| 1Y | +3.7% | -25.9% | +29.6% | +17.4% |
| All | +3.7% | -26.2% | +29.9% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 1y: compounded portfolio wealth divided by compounded CCJ 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…
1y analysis · Full analysis span regression · 6 months rolling