-2.1%
VALE vs CMS
-4.6%
+2.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.6% | -2.0% | -2.5% |
| 7D | -1.5% | -1.3% | -0.2% | -1.4% |
| 30D | -15.6% | +5.3% | -20.9% | -16.1% |
| 3M | -19.5% | -0.3% | -19.2% | -19.5% |
| 6M | -31.9% | -4.0% | -27.8% | -31.6% |
| YTD | -11.0% | +2.1% | -13.1% | -10.8% |
| 1Y | -2.1% | -4.7% | +2.6% | -1.2% |
| All | -2.1% | -4.6% | +2.5% | -1.2% |
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