+55.2%
VALE vs COPX
+73.7%
-18.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.3% | -2.3% | +2.1% | +0.7% |
| 30D | +8.6% | +0.3% | +8.4% | +8.1% |
| 3M | +2.0% | +6.8% | -4.8% | -2.0% |
| 6M | +2.1% | +7.9% | -5.8% | -3.9% |
| YTD | +20.2% | +23.7% | -3.5% | +9.4% |
| 1Y | +55.2% | +71.5% | -16.4% | +35.3% |
| All | +55.2% | +73.7% | -18.6% | +35.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COPX.
Daily Out/Under-Performance
Portfolio return minus COPX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COPX 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 1y: compounded portfolio wealth divided by compounded COPX 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…
1y analysis · Full analysis span regression · 6 months rolling