+2,301.5%
VALE vs CNI
+2,095.2%
+206.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.1% |
| 7D | -1.8% | +0.9% | -2.7% | -2.6% |
| 30D | +6.7% | -2.1% | +8.8% | +8.4% |
| 3M | +4.9% | +1.8% | +3.1% | +2.4% |
| 6M | +3.6% | +14.8% | -11.2% | -9.4% |
| YTD | +21.9% | +25.4% | -3.5% | -2.1% |
| 1Y | +61.6% | +32.9% | +28.6% | +22.6% |
| 3Y | +52.1% | +20.2% | +32.0% | +22.3% |
| 5Y | +43.2% | +12.2% | +31.0% | +17.1% |
| 10Y | +521.5% | +136.0% | +385.5% | +143.9% |
| All | +2,301.5% | +2,095.2% | +206.3% | +128.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 CNI 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