+2,275.1%
VALE vs CMS
+492.7%
+1,782.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | +1.6% | +0.4% | +1.2% | +1.4% |
| 30D | +5.1% | -3.6% | +8.7% | +6.6% |
| 3M | -0.4% | -1.9% | +1.5% | 0.0% |
| 6M | -2.2% | -11.0% | +8.8% | +2.2% |
| YTD | +20.5% | +0.2% | +20.3% | +19.7% |
| 1Y | +61.2% | -1.3% | +62.5% | +60.7% |
| 3Y | +43.1% | +35.9% | +7.2% | +23.3% |
| 5Y | +34.0% | +23.1% | +10.9% | +18.1% |
| 10Y | +469.7% | +117.9% | +351.8% | +277.0% |
| All | +2,275.1% | +492.7% | +1,782.4% | +710.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling