+521.5%
VALE vs CP
+224.3%
+297.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | 0.0% |
| 7D | -1.8% | +0.6% | -2.4% | -2.3% |
| 30D | +6.7% | -0.5% | +7.1% | +6.7% |
| 3M | +4.9% | +0.1% | +4.8% | +4.0% |
| 6M | +3.6% | +7.8% | -4.2% | -2.4% |
| YTD | +21.9% | +22.9% | -1.0% | +5.0% |
| 1Y | +61.6% | +21.3% | +40.2% | +40.0% |
| 3Y | +52.1% | +20.4% | +31.8% | +28.4% |
| 5Y | +43.2% | +34.9% | +8.2% | +6.3% |
| 10Y | +521.5% | +233.3% | +288.2% | +113.3% |
| All | +521.5% | +224.3% | +297.2% | +113.3% |
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