+237.7%
VALE vs CVE
+136.1%
+101.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | +1.8% | -16.1% | +17.9% | +7.2% |
| 30D | -14.8% | -10.4% | -4.5% | -12.2% |
| 3M | -19.0% | -2.4% | -16.6% | -19.0% |
| 6M | -27.7% | -4.4% | -23.3% | -27.8% |
| YTD | -8.5% | +64.9% | -73.5% | -24.6% |
| 1Y | +2.6% | +66.0% | -63.4% | -15.8% |
| 3Y | +4.0% | +57.7% | -53.6% | -15.7% |
| 5Y | +51.2% | +144.7% | -93.5% | +2.2% |
| All | +237.7% | +136.1% | +101.6% | +70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 10y: compounded portfolio wealth divided by compounded CVE 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…
10y analysis · Full analysis span regression · 6 months rolling