+47.9%
VALE vs CCJ
+172.7%
-124.8%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.8% | -0.5% |
| 7D | -1.8% | +4.2% | -6.0% | -2.7% |
| 30D | +6.7% | +3.2% | +3.5% | +5.8% |
| 3M | +4.9% | -1.8% | +6.7% | +4.9% |
| 6M | +3.6% | -13.5% | +17.1% | +5.9% |
| YTD | +21.9% | +9.7% | +12.1% | +20.5% |
| 1Y | +61.6% | +30.0% | +31.6% | +54.6% |
| All | +47.9% | +172.7% | -124.8% | +20.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling