+1,701.1%
VALE vs CNP
+515.5%
+1,185.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.1% | -4.3% | -3.6% |
| 7D | +5.5% | -3.0% | +8.5% | +6.5% |
| 30D | -15.0% | +6.8% | -21.8% | -17.2% |
| 3M | -20.0% | +3.6% | -23.6% | -21.3% |
| 6M | -28.4% | 0.0% | -28.4% | -28.8% |
| YTD | -8.6% | +9.4% | -18.0% | -12.2% |
| 1Y | +2.0% | +6.8% | -4.9% | -1.3% |
| 3Y | +4.1% | +64.2% | -60.1% | -14.8% |
| 5Y | +46.4% | +76.0% | -29.6% | +16.0% |
| 10Y | +202.4% | +143.3% | +59.1% | +104.1% |
| All | +1,701.1% | +515.5% | +1,185.6% | +810.6% |
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 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