+36.6%
VALE vs CVE
+317.2%
-280.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.1% |
| 7D | +1.6% | +2.5% | -0.9% | +0.8% |
| 30D | +5.1% | +16.7% | -11.6% | +0.1% |
| 3M | -0.4% | +9.3% | -9.7% | -3.7% |
| 6M | -2.2% | +43.6% | -45.8% | -14.7% |
| YTD | +20.5% | +93.6% | -73.1% | -5.4% |
| 1Y | +61.2% | +98.8% | -37.6% | +24.7% |
| 3Y | +43.1% | +73.6% | -30.5% | +12.3% |
| All | +36.6% | +317.2% | -280.6% | -26.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling