+44.9%
VALE vs COO
-39.5%
+84.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.6% |
| 7D | +2.9% | -2.3% | +5.2% | +3.5% |
| 30D | +8.8% | -8.8% | +17.6% | +11.2% |
| 3M | +6.8% | +1.3% | +5.4% | +5.9% |
| 6M | +6.9% | -11.6% | +18.5% | +10.0% |
| YTD | +22.8% | -17.4% | +40.2% | +28.6% |
| 1Y | +61.3% | -1.6% | +62.9% | +60.2% |
| 3Y | +53.3% | -22.6% | +76.0% | +58.3% |
| 5Y | +44.9% | -40.3% | +85.2% | +56.7% |
| All | +44.9% | -39.5% | +84.3% | +56.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling