+204.8%
VALE vs CSGP
+65.8%
+139.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -1.2% |
| 7D | -3.2% | +1.3% | -4.5% | -3.5% |
| 30D | -15.1% | +2.8% | -17.9% | -16.2% |
| 3M | -18.7% | -6.3% | -12.4% | -18.3% |
| 6M | -31.5% | -3.2% | -28.3% | -32.4% |
| YTD | -11.4% | -54.0% | +42.5% | +5.4% |
| 1Y | -1.9% | -54.8% | +53.0% | +17.3% |
| 3Y | +1.7% | -60.6% | +62.3% | +23.3% |
| 5Y | +35.4% | -62.6% | +98.1% | +63.2% |
| All | +204.8% | +65.8% | +139.0% | +108.3% |
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