+202.4%
VALE vs CP
+255.2%
-52.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.3% | -3.0% | -3.1% |
| 7D | +5.5% | +2.8% | +2.7% | +3.6% |
| 30D | -15.0% | +11.0% | -26.0% | -20.7% |
| 3M | -20.0% | +3.8% | -23.9% | -22.3% |
| 6M | -28.4% | +9.5% | -37.9% | -33.2% |
| YTD | -8.6% | +28.2% | -36.8% | -23.5% |
| 1Y | +2.0% | +33.0% | -31.0% | -16.7% |
| 3Y | +4.1% | +35.5% | -31.5% | -19.1% |
| 5Y | +46.4% | +25.8% | +20.6% | +16.0% |
| 10Y | +202.4% | +250.7% | -48.3% | +8.5% |
| All | +202.4% | +255.2% | -52.8% | +8.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 10y: compounded portfolio wealth divided by compounded CP 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…
10y analysis · Full analysis span regression · 6 months rolling