+2,275.1%
VALE vs CNP
+492.1%
+1,783.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | 0.0% |
| 7D | +1.6% | +1.1% | +0.5% | +1.2% |
| 30D | +5.1% | -1.8% | +7.0% | +5.7% |
| 3M | -0.4% | -4.6% | +4.2% | +1.0% |
| 6M | -2.2% | -8.8% | +6.6% | +0.6% |
| YTD | +20.5% | +5.2% | +15.3% | +17.6% |
| 1Y | +61.2% | +8.3% | +52.9% | +55.4% |
| 3Y | +43.1% | +54.9% | -11.7% | +19.8% |
| 5Y | +34.0% | +73.5% | -39.5% | +6.7% |
| 10Y | +469.7% | +139.1% | +330.5% | +288.3% |
| All | +2,275.1% | +492.1% | +1,783.0% | +1,120.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling