+37.8%
VALE vs CCJ
+159.0%
-121.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +0.9% | -0.2% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | -15.1% | -13.2% | -1.9% | -12.6% |
| 3M | -18.7% | -27.6% | +8.9% | -13.0% |
| 6M | -31.5% | -38.7% | +7.2% | -24.2% |
| YTD | -11.4% | -22.7% | +11.3% | -6.6% |
| 1Y | -1.9% | -17.6% | +15.7% | +2.1% |
| 3Y | +1.7% | +62.7% | -61.0% | -13.4% |
| All | +37.8% | +159.0% | -121.1% | +2.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling