+2,268.8%
VALE vs CNQ
+4,789.9%
-2,521.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.2% | 0.0% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | +8.6% | +6.2% | +2.4% | +4.7% |
| 3M | +2.0% | +12.4% | -10.4% | -5.7% |
| 6M | +2.1% | +9.0% | -6.9% | -5.7% |
| YTD | +20.2% | +52.2% | -32.0% | -9.7% |
| 1Y | +55.2% | +65.0% | -9.9% | +10.4% |
| 3Y | +45.9% | +78.8% | -32.9% | -5.8% |
| 5Y | +41.4% | +286.0% | -244.6% | -45.6% |
| 10Y | +513.1% | +420.7% | +92.3% | +52.4% |
| All | +2,268.8% | +4,789.9% | -2,521.1% | +223.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 CNQ 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