+204.8%
VALE vs CG
+278.5%
-73.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.6% | -0.9% |
| 7D | -3.2% | +0.2% | -3.4% | -3.3% |
| 30D | -15.1% | +11.2% | -26.2% | -18.5% |
| 3M | -18.7% | -22.1% | +3.4% | -11.8% |
| 6M | -31.5% | -17.9% | -13.5% | -27.4% |
| YTD | -11.4% | -31.3% | +19.9% | -1.2% |
| 1Y | -1.9% | -24.0% | +22.1% | +5.4% |
| 3Y | +1.7% | +45.0% | -43.3% | -20.6% |
| 5Y | +35.4% | -22.6% | +58.1% | +31.9% |
| All | +204.8% | +278.5% | -73.6% | +55.4% |
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