+61.6%
VALE vs CMS
-0.2%
+61.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.7% |
| 7D | -1.8% | +0.2% | -2.0% | -1.8% |
| 30D | +6.7% | -1.3% | +7.9% | +6.7% |
| 3M | +4.9% | -5.4% | +10.3% | +5.1% |
| 6M | +3.6% | -10.3% | +13.9% | +4.7% |
| YTD | +21.9% | -0.2% | +22.1% | +23.7% |
| 1Y | +61.6% | -0.9% | +62.4% | +65.5% |
| All | +61.6% | -0.2% | +61.8% | +65.5% |
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