+36.6%
VALE vs CSGP
-64.7%
+101.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.4% | +2.2% | 0.0% |
| 7D | +1.6% | -4.1% | +5.7% | +2.1% |
| 30D | +5.1% | +2.3% | +2.8% | +4.6% |
| 3M | -0.4% | -8.2% | +7.8% | +0.4% |
| 6M | -2.2% | -35.1% | +32.9% | +3.8% |
| YTD | +20.5% | -54.0% | +74.6% | +35.0% |
| 1Y | +61.2% | -65.3% | +126.5% | +90.9% |
| 3Y | +43.1% | -62.6% | +105.7% | +64.2% |
| All | +36.6% | -64.7% | +101.3% | +55.7% |
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 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