+2,275.1%
VALE vs CCJ
+2,584.4%
-309.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.3% |
| 7D | +1.6% | +0.7% | +0.9% | +1.1% |
| 30D | +5.1% | +6.9% | -1.7% | +1.3% |
| 3M | -0.4% | -11.6% | +11.2% | +4.2% |
| 6M | -2.2% | -16.2% | +14.0% | +3.9% |
| YTD | +20.5% | +10.1% | +10.4% | +11.4% |
| 1Y | +61.2% | +32.3% | +28.9% | +31.2% |
| 3Y | +43.1% | +171.3% | -128.2% | -28.4% |
| 5Y | +34.0% | +372.4% | -338.4% | -57.3% |
| 10Y | +469.7% | +1,070.0% | -600.4% | -20.5% |
| All | +2,275.1% | +2,584.4% | -309.4% | +254.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling