+38.7%
VALE vs CPB
-33.9%
+72.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | 0.0% |
| 7D | +1.3% | -4.1% | +5.4% | +1.5% |
| 30D | -14.3% | +16.9% | -31.3% | -14.9% |
| 3M | -16.8% | -0.6% | -16.3% | -16.7% |
| 6M | -30.2% | +11.4% | -41.6% | -30.6% |
| YTD | -8.6% | -14.8% | +6.2% | -7.3% |
| 1Y | +1.6% | -24.8% | +26.4% | +4.2% |
| 3Y | +4.1% | -36.6% | +40.7% | +7.6% |
| 5Y | +38.7% | -33.3% | +72.0% | +36.6% |
| All | +38.7% | -33.9% | +72.5% | +36.6% |
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 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