+489.2%
VALE vs CGNX
+193.6%
+295.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.6% |
| 7D | -0.3% | +3.2% | -3.4% | -1.3% |
| 30D | +8.6% | +6.0% | +2.6% | +6.2% |
| 3M | +2.0% | +3.5% | -1.6% | -0.2% |
| 6M | +2.1% | +26.3% | -24.2% | -6.6% |
| YTD | +20.2% | +79.2% | -59.0% | -4.8% |
| 1Y | +55.2% | +43.8% | +11.4% | +30.8% |
| 3Y | +45.9% | +52.0% | -6.1% | +14.1% |
| 5Y | +41.4% | -24.0% | +65.4% | +39.1% |
| All | +489.2% | +193.6% | +295.6% | +165.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling