+26.5%
VALE vs CG
+278.1%
-251.6%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -4.3% | +1.7% | -0.9% |
| 7D | -1.5% | -1.5% | 0.0% | -0.9% |
| 30D | -15.6% | +5.7% | -21.3% | -17.9% |
| 3M | -19.5% | -17.9% | -1.7% | -13.9% |
| 6M | -31.9% | -20.2% | -11.7% | -26.6% |
| YTD | -11.0% | -32.0% | +21.0% | +0.9% |
| 1Y | -2.1% | -27.0% | +24.9% | +7.6% |
| 3Y | +1.4% | +42.8% | -41.4% | -22.1% |
| 5Y | +36.2% | -23.4% | +59.6% | +31.1% |
| 10Y | +206.4% | +278.2% | -71.7% | +21.5% |
| All | +26.5% | +278.1% | -251.6% | -51.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling