+53.3%
VALE vs COO
-23.3%
+76.6%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.4% |
| 7D | +2.9% | -2.3% | +5.2% | +3.4% |
| 30D | +8.8% | -8.8% | +17.6% | +10.7% |
| 3M | +6.8% | +1.3% | +5.4% | +6.0% |
| 6M | +6.9% | -11.6% | +18.5% | +9.6% |
| YTD | +22.8% | -17.4% | +40.2% | +27.9% |
| 1Y | +61.3% | -1.6% | +62.9% | +60.6% |
| 3Y | +53.3% | -22.6% | +76.0% | +57.6% |
| All | +53.3% | -23.3% | +76.6% | +57.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 3y: compounded portfolio wealth divided by compounded COO 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…
3y analysis · Full analysis span regression · 6 months rolling