+2,275.1%
VALE vs COO
+1,130.1%
+1,145.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | +0.3% |
| 7D | +1.6% | -2.2% | +3.8% | +2.4% |
| 30D | +5.1% | -7.0% | +12.1% | +7.8% |
| 3M | -0.4% | +12.2% | -12.6% | -5.3% |
| 6M | -2.2% | -15.1% | +12.9% | +2.9% |
| YTD | +20.5% | -15.1% | +35.6% | +26.7% |
| 1Y | +61.2% | +2.3% | +58.8% | +57.1% |
| 3Y | +43.1% | -23.7% | +66.8% | +50.8% |
| 5Y | +34.0% | -38.9% | +72.9% | +50.2% |
| 10Y | +469.7% | +49.9% | +419.7% | +345.4% |
| All | +2,275.1% | +1,130.1% | +1,145.0% | +774.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling