+53.3%
VALE vs CP
+20.4%
+32.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.5% | +2.4% | +2.1% |
| 7D | +2.9% | +2.4% | +0.5% | +1.9% |
| 30D | +8.8% | -0.5% | +9.3% | +8.8% |
| 3M | +6.8% | +1.4% | +5.3% | +5.6% |
| 6M | +6.9% | +10.3% | -3.4% | +1.6% |
| YTD | +22.8% | +24.3% | -1.5% | +10.8% |
| 1Y | +61.3% | +20.4% | +40.8% | +47.3% |
| 3Y | +53.3% | +21.8% | +31.5% | +40.0% |
| All | +53.3% | +20.4% | +32.9% | +40.0% |
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