+45.9%
VALE vs COPX
+149.4%
-103.5%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.3% | -2.3% | +2.1% | +0.8% |
| 30D | +8.6% | +0.3% | +8.4% | +8.0% |
| 3M | +2.0% | +6.8% | -4.8% | -2.5% |
| 6M | +2.1% | +7.9% | -5.8% | -4.4% |
| YTD | +20.2% | +23.7% | -3.5% | +3.9% |
| 1Y | +55.2% | +71.5% | -16.4% | +10.5% |
| 3Y | +45.9% | +149.1% | -103.2% | -18.7% |
| All | +45.9% | +149.4% | -103.5% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling