+2.8%
VALE vs CSGP
-58.5%
+61.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.3% |
| 7D | +2.4% | +13.9% | -11.5% | +1.7% |
| 30D | -18.7% | +16.0% | -34.7% | -19.5% |
| 3M | -21.2% | +6.1% | -27.3% | -21.7% |
| 6M | -26.1% | -8.2% | -17.9% | -25.5% |
| YTD | -9.6% | -52.3% | +42.7% | -0.5% |
| 1Y | +0.7% | -54.5% | +55.2% | +11.9% |
| All | +2.8% | -58.5% | +61.3% | +8.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling