+2,275.1%
VALE vs CP
+2,801.0%
-525.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.3% | -0.6% | -0.5% |
| 7D | +1.6% | -2.7% | +4.3% | +3.5% |
| 30D | +5.1% | +0.2% | +5.0% | +4.6% |
| 3M | -0.4% | +2.6% | -3.0% | -3.3% |
| 6M | -2.2% | +6.0% | -8.2% | -7.5% |
| YTD | +20.5% | +24.9% | -4.4% | -0.1% |
| 1Y | +61.2% | +20.1% | +41.1% | +37.1% |
| 3Y | +43.1% | +16.4% | +26.7% | +20.3% |
| 5Y | +34.0% | +31.7% | +2.2% | -2.6% |
| 10Y | +469.7% | +223.9% | +245.8% | +91.9% |
| All | +2,275.1% | +2,801.0% | -525.9% | +95.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling