+222.3%
VALE vs CVE
+136.7%
+85.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +0.5% | +2.8% | +3.1% |
| 7D | +5.6% | -10.1% | +15.6% | +8.9% |
| 30D | -12.1% | -12.1% | 0.0% | -8.8% |
| 3M | -16.3% | -1.9% | -14.4% | -16.5% |
| 6M | -26.0% | -1.8% | -24.1% | -26.7% |
| YTD | -5.5% | +65.8% | -71.3% | -22.2% |
| 1Y | +6.7% | +60.8% | -54.2% | -11.5% |
| 3Y | +10.2% | +70.1% | -60.0% | -13.0% |
| 5Y | +49.7% | +134.8% | -85.0% | +2.6% |
| 10Y | +222.3% | +130.1% | +92.2% | +60.5% |
| All | +222.3% | +136.7% | +85.6% | +60.5% |
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