+44.9%
VALE vs CPB
-38.5%
+83.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.8% | +0.1% | +1.8% |
| 7D | +2.9% | -8.2% | +11.1% | +3.4% |
| 30D | +8.8% | -5.6% | +14.4% | +9.1% |
| 3M | +6.8% | +3.0% | +3.8% | +6.5% |
| 6M | +6.9% | -12.7% | +19.6% | +7.9% |
| YTD | +22.8% | -18.0% | +40.8% | +24.6% |
| 1Y | +61.3% | -31.7% | +93.0% | +66.5% |
| 3Y | +53.3% | -41.0% | +94.3% | +58.7% |
| 5Y | +44.9% | -38.4% | +83.2% | +46.4% |
| All | +44.9% | -38.5% | +83.4% | +46.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling