+1,702.7%
VALE vs CSGP
+1,376.6%
+326.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -4.7% | +5.9% | +2.8% |
| 7D | +1.8% | +1.3% | +0.5% | +1.2% |
| 30D | -14.8% | +10.7% | -25.5% | -18.9% |
| 3M | -19.0% | +3.3% | -22.3% | -21.6% |
| 6M | -27.7% | -10.3% | -17.4% | -27.6% |
| YTD | -8.5% | -54.6% | +46.1% | +14.9% |
| 1Y | +2.6% | -54.6% | +57.3% | +28.7% |
| 3Y | +4.0% | -60.3% | +64.4% | +32.7% |
| 5Y | +51.2% | -63.3% | +114.5% | +89.3% |
| 10Y | +263.0% | +66.5% | +196.5% | +127.7% |
| All | +1,702.7% | +1,376.6% | +326.1% | +475.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling