+1,680.9%
VALE vs CSGP
+1,449.1%
+231.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.6% | +1.8% | +0.7% |
| 7D | +2.4% | +13.9% | -11.5% | -2.2% |
| 30D | -18.7% | +16.0% | -34.7% | -23.8% |
| 3M | -21.2% | +6.1% | -27.3% | -24.4% |
| 6M | -26.1% | -8.2% | -17.9% | -26.5% |
| YTD | -9.6% | -52.3% | +42.7% | +11.7% |
| 1Y | +0.7% | -54.5% | +55.2% | +26.4% |
| 3Y | +3.3% | -58.6% | +61.9% | +30.0% |
| 5Y | +49.4% | -61.5% | +110.9% | +84.1% |
| 10Y | +258.6% | +74.7% | +184.0% | +121.4% |
| All | +1,680.9% | +1,449.1% | +231.9% | +459.5% |
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