+44.9%
VALE vs CNP
+76.4%
-31.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.1% | +0.8% | +1.6% |
| 7D | +2.9% | +1.6% | +1.3% | +2.4% |
| 30D | +8.8% | -0.8% | +9.6% | +9.0% |
| 3M | +6.8% | -3.6% | +10.3% | +7.6% |
| 6M | +6.9% | -6.9% | +13.9% | +8.8% |
| YTD | +22.8% | +6.4% | +16.4% | +19.5% |
| 1Y | +61.3% | +9.9% | +51.3% | +54.9% |
| 3Y | +53.3% | +53.1% | +0.2% | +28.5% |
| 5Y | +44.9% | +72.0% | -27.1% | +14.6% |
| All | +44.9% | +76.4% | -31.6% | +14.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 5y: compounded portfolio wealth divided by compounded CNP 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…
5y analysis · Full analysis span regression · 6 months rolling