+2,275.1%
VALE vs CPB
+67.7%
+2,207.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.4% | +3.1% | +0.9% |
| 7D | +1.6% | -8.6% | +10.2% | +4.7% |
| 30D | +5.1% | -7.2% | +12.4% | +7.6% |
| 3M | -0.4% | +0.9% | -1.3% | -1.7% |
| 6M | -2.2% | -11.8% | +9.6% | +0.7% |
| YTD | +20.5% | -19.4% | +39.9% | +27.6% |
| 1Y | +61.2% | -30.4% | +91.6% | +79.0% |
| 3Y | +43.1% | -40.2% | +83.3% | +64.1% |
| 5Y | +34.0% | -39.5% | +73.5% | +47.8% |
| 10Y | +469.7% | -47.4% | +517.1% | +526.0% |
| All | +2,275.1% | +67.7% | +2,207.4% | +1,348.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling