+61.2%
VALE vs CMS
-1.9%
+63.0%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | +1.6% | +0.4% | +1.2% | +1.6% |
| 30D | +5.1% | -3.6% | +8.7% | +5.4% |
| 3M | -0.4% | -1.9% | +1.5% | -0.8% |
| 6M | -2.2% | -11.0% | +8.8% | -1.3% |
| YTD | +20.5% | +0.2% | +20.3% | +22.3% |
| 1Y | +61.2% | -1.3% | +62.5% | +64.8% |
| All | +61.2% | -1.9% | +63.0% | +64.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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