+206.4%
VALE vs CG
+274.5%
-68.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -1.1% |
| 7D | -1.5% | -1.5% | 0.0% | -1.0% |
| 30D | -15.6% | +5.7% | -21.3% | -17.6% |
| 3M | -19.5% | -17.9% | -1.7% | -14.4% |
| 6M | -31.9% | -20.2% | -11.7% | -27.1% |
| YTD | -11.0% | -32.0% | +21.0% | -0.3% |
| 1Y | -2.1% | -27.0% | +24.9% | +6.7% |
| 3Y | +1.4% | +42.8% | -41.4% | -20.4% |
| 5Y | +36.2% | -23.4% | +59.6% | +33.1% |
| All | +206.4% | +274.5% | -68.1% | +56.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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