+521.5%
VALE vs CMS
+116.0%
+405.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.5% |
| 7D | -1.8% | +0.2% | -2.0% | -1.9% |
| 30D | +6.7% | -1.3% | +7.9% | +7.0% |
| 3M | +4.9% | -5.4% | +10.3% | +6.4% |
| 6M | +3.6% | -10.3% | +13.9% | +6.8% |
| YTD | +21.9% | -0.2% | +22.1% | +21.4% |
| 1Y | +61.6% | -0.9% | +62.4% | +61.0% |
| 3Y | +52.1% | +34.0% | +18.2% | +36.2% |
| 5Y | +43.2% | +23.6% | +19.6% | +30.3% |
| 10Y | +521.5% | +122.2% | +399.3% | +403.4% |
| All | +521.5% | +116.0% | +405.6% | +403.4% |
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