+2.6%
VALE vs CSGP
-56.4%
+59.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.7% | +5.9% | +0.8% |
| 7D | +1.8% | +1.3% | +0.5% | +1.9% |
| 30D | -14.8% | +10.7% | -25.5% | -13.5% |
| 3M | -19.0% | +3.3% | -22.3% | -18.3% |
| 6M | -27.7% | -10.3% | -17.4% | -27.5% |
| YTD | -8.5% | -54.6% | +46.1% | -11.8% |
| 1Y | +2.6% | -54.6% | +57.3% | -1.3% |
| All | +2.6% | -56.4% | +59.0% | -1.3% |
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 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