+43.2%
VALE vs CG
+5.5%
+37.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.0% | +3.2% | +0.2% |
| 7D | -1.8% | -6.4% | +4.6% | -0.3% |
| 30D | +6.7% | -7.1% | +13.7% | +8.3% |
| 3M | +4.9% | -1.6% | +6.5% | +4.8% |
| 6M | +3.6% | -8.3% | +11.9% | +5.2% |
| YTD | +21.9% | -23.8% | +45.7% | +28.6% |
| 1Y | +61.6% | -28.7% | +90.3% | +72.7% |
| 3Y | +52.1% | +49.2% | +3.0% | +29.1% |
| 5Y | +43.2% | +5.5% | +37.7% | +20.0% |
| All | +43.2% | +5.5% | +37.7% | +20.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling