+521.5%
VALE vs CPB
-44.2%
+565.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.6% | -1.3% | -0.8% |
| 7D | -1.8% | -8.0% | +6.1% | -1.0% |
| 30D | +6.7% | -2.4% | +9.1% | +6.9% |
| 3M | +4.9% | +0.5% | +4.4% | +4.6% |
| 6M | +3.6% | -10.5% | +14.1% | +4.6% |
| YTD | +21.9% | -17.5% | +39.4% | +24.1% |
| 1Y | +61.6% | -31.0% | +92.6% | +68.1% |
| 3Y | +52.1% | -40.6% | +92.8% | +60.0% |
| 5Y | +43.2% | -37.7% | +80.9% | +47.9% |
| 10Y | +521.5% | -43.4% | +564.9% | +555.6% |
| All | +521.5% | -44.2% | +565.7% | +555.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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