+30.6%
VALE vs COPX
+200.8%
-170.2%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COPX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.6% |
| 7D | -1.8% | +6.0% | -7.8% | -6.6% |
| 30D | +6.7% | +6.4% | +0.2% | +0.9% |
| 3M | +4.9% | +19.3% | -14.4% | -11.1% |
| 6M | +3.6% | +16.2% | -12.6% | -12.8% |
| YTD | +21.9% | +33.2% | -11.3% | -10.1% |
| 1Y | +61.6% | +90.2% | -28.7% | -14.0% |
| 3Y | +52.1% | +175.7% | -123.5% | -45.4% |
| 5Y | +43.2% | +193.1% | -149.9% | -53.2% |
| 10Y | +521.5% | +619.4% | -97.9% | -16.6% |
| All | +30.6% | +200.8% | -170.2% | -66.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling