+10.1%
VALE vs CVE
+67.5%
-57.4%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.7% | -2.7% | -1.1% |
| 7D | +1.3% | +0.1% | +1.2% | +1.2% |
| 30D | -14.3% | -10.8% | -3.5% | -10.7% |
| 3M | -16.8% | -4.3% | -12.5% | -16.2% |
| 6M | -30.2% | -1.5% | -28.8% | -31.4% |
| YTD | -8.6% | +70.7% | -79.3% | -29.9% |
| 1Y | +1.6% | +58.1% | -56.5% | -19.7% |
| 3Y | +4.1% | +69.8% | -65.8% | -23.6% |
| 5Y | +38.7% | +148.9% | -110.3% | -19.1% |
| 10Y | +214.6% | +143.5% | +71.1% | +38.9% |
| All | +10.1% | +67.5% | -57.4% | -44.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling