+2,268.8%
VALE vs CGNX
+1,059.4%
+1,209.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CGNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +4.1% | -4.4% | -1.8% |
| 7D | -0.3% | +3.2% | -3.4% | -1.4% |
| 30D | +8.6% | +6.0% | +2.6% | +5.9% |
| 3M | +2.0% | +3.5% | -1.6% | -0.5% |
| 6M | +2.1% | +26.3% | -24.2% | -7.8% |
| YTD | +20.2% | +79.2% | -59.0% | -7.7% |
| 1Y | +55.2% | +43.8% | +11.4% | +27.4% |
| 3Y | +45.9% | +52.0% | -6.1% | +10.7% |
| 5Y | +41.4% | -24.0% | +65.4% | +33.5% |
| 10Y | +513.1% | +189.1% | +324.0% | +213.9% |
| All | +2,268.8% | +1,059.4% | +1,209.5% | +439.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling