+222.3%
VALE vs CMS
+127.7%
+94.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.7% | +3.1% |
| 7D | +5.6% | -0.9% | +6.5% | +5.9% |
| 30D | -12.1% | +7.1% | -19.2% | -14.0% |
| 3M | -16.3% | -1.3% | -15.0% | -16.1% |
| 6M | -26.0% | -2.7% | -23.3% | -25.6% |
| YTD | -5.5% | +2.6% | -8.1% | -6.7% |
| 1Y | +6.7% | -2.0% | +8.7% | +6.8% |
| 3Y | +10.2% | +39.6% | -29.5% | -2.3% |
| 5Y | +49.7% | +35.3% | +14.4% | +32.7% |
| 10Y | +222.3% | +132.3% | +89.9% | +187.0% |
| All | +222.3% | +127.7% | +94.6% | +187.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling