+3.7%
VALE vs CSGP
-53.2%
+56.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +4.0% | +0.1% | +4.4% |
| 7D | -0.3% | +18.3% | -18.6% | +1.2% |
| 30D | -19.2% | +17.8% | -37.0% | -17.6% |
| 3M | -20.7% | +9.3% | -30.0% | -19.7% |
| 6M | -25.8% | -7.9% | -17.9% | -25.3% |
| YTD | -9.8% | -51.5% | +41.8% | -11.6% |
| 1Y | +3.7% | -53.3% | +57.0% | +2.5% |
| All | +3.7% | -53.2% | +56.9% | +2.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 1y: compounded portfolio wealth divided by compounded CSGP 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…
1y analysis · Full analysis span regression · 6 months rolling