+2.0%
VALE vs CVE
+59.5%
-57.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.3% | -3.5% | -3.3% |
| 7D | +5.5% | -10.0% | +15.5% | +5.6% |
| 30D | -15.0% | -11.9% | -3.1% | -14.7% |
| 3M | -20.0% | -5.9% | -14.1% | -19.8% |
| 6M | -28.4% | -1.6% | -26.8% | -28.1% |
| YTD | -8.6% | +66.3% | -74.9% | -17.1% |
| 1Y | +2.0% | +57.5% | -55.6% | -6.6% |
| All | +2.0% | +59.5% | -57.5% | -6.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling