+214.6%
VALE vs CSGP
+65.4%
+149.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.3% | -7.1% | +8.4% | +3.0% |
| 30D | -14.3% | +3.6% | -18.0% | -15.6% |
| 3M | -16.8% | -2.7% | -14.1% | -17.3% |
| 6M | -30.2% | -8.0% | -22.2% | -30.2% |
| YTD | -8.6% | -55.0% | +46.4% | +9.3% |
| 1Y | +1.6% | -55.8% | +57.4% | +22.0% |
| 3Y | +4.1% | -62.0% | +66.1% | +27.5% |
| 5Y | +38.7% | -62.9% | +101.6% | +66.9% |
| 10Y | +214.6% | +62.6% | +152.0% | +117.9% |
| All | +214.6% | +65.4% | +149.2% | +117.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling