+4.0%
VALE vs CMS
+35.4%
-31.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.1% | +3.3% | +1.6% |
| 7D | +1.8% | -1.3% | +3.1% | +2.0% |
| 30D | -14.8% | +6.3% | -21.2% | -16.0% |
| 3M | -19.0% | -2.1% | -17.0% | -18.7% |
| 6M | -27.7% | -5.1% | -22.6% | -27.1% |
| YTD | -8.5% | +1.3% | -9.8% | -9.1% |
| 1Y | +2.6% | -1.4% | +4.0% | +2.5% |
| 3Y | +4.0% | +36.9% | -32.9% | -11.2% |
| All | +4.0% | +35.4% | -31.3% | -11.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling