+491.2%
VALE vs CCJ
+1,074.4%
-583.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +1.9% | -0.2% |
| 7D | -0.2% | -3.2% | +3.0% | +0.7% |
| 30D | +9.7% | -1.3% | +11.1% | +9.9% |
| 3M | +5.3% | +2.5% | +2.7% | +4.1% |
| 6M | +0.5% | -18.9% | +19.4% | +5.2% |
| YTD | +20.6% | +6.5% | +14.1% | +17.5% |
| 1Y | +57.6% | +22.8% | +34.8% | +45.7% |
| 3Y | +50.6% | +164.5% | -113.9% | +6.5% |
| 5Y | +41.8% | +303.7% | -261.9% | -16.6% |
| All | +491.2% | +1,074.4% | -583.3% | +149.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling