+3.7%
VALE vs CGNX
+31.4%
-27.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -8.7% | +12.8% | +5.1% |
| 7D | -0.3% | -9.2% | +8.8% | +0.6% |
| 30D | -19.2% | -17.6% | -1.7% | -17.4% |
| 3M | -20.7% | -25.7% | +5.0% | -17.9% |
| 6M | -25.8% | -5.5% | -20.3% | -25.4% |
| YTD | -9.8% | +48.1% | -57.9% | -13.2% |
| 1Y | +3.7% | +33.5% | -29.8% | +3.4% |
| All | +3.7% | +31.4% | -27.8% | +3.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CGNX.
Daily Out/Under-Performance
Portfolio return minus CGNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CGNX 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 1y: compounded portfolio wealth divided by compounded CGNX 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…
1y analysis · Full analysis span regression · 6 months rolling