+10.2%
VALE vs CP
+30.2%
-20.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +2.0% | +1.3% | +2.5% |
| 7D | +5.6% | +2.8% | +2.8% | +4.4% |
| 30D | -12.1% | +11.3% | -23.4% | -15.9% |
| 3M | -16.3% | +2.9% | -19.2% | -17.5% |
| 6M | -26.0% | +9.8% | -35.7% | -29.3% |
| YTD | -5.5% | +28.5% | -34.0% | -15.6% |
| 1Y | +6.7% | +33.5% | -26.8% | -6.2% |
| 3Y | +10.2% | +31.9% | -21.8% | -2.8% |
| All | +10.2% | +30.2% | -20.1% | -2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling