+37.8%
VALE vs CSGP
-62.5%
+100.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.9% | -3.4% | -0.8% |
| 7D | -3.2% | +1.3% | -4.5% | -3.3% |
| 30D | -15.1% | +2.8% | -17.9% | -15.6% |
| 3M | -18.7% | -6.3% | -12.4% | -18.4% |
| 6M | -31.5% | -3.2% | -28.3% | -31.8% |
| YTD | -11.4% | -54.0% | +42.5% | -1.3% |
| 1Y | -1.9% | -54.8% | +53.0% | +9.7% |
| 3Y | +1.7% | -60.6% | +62.3% | +15.1% |
| All | +37.8% | -62.5% | +100.3% | +70.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling