+10.2%
VALE vs CVE
+61.8%
-51.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.5% |
| 7D | +1.8% | -16.1% | +17.9% | +8.9% |
| 30D | -14.8% | -10.4% | -4.5% | -11.5% |
| 3M | -19.0% | -2.4% | -16.6% | -19.1% |
| 6M | -27.7% | -4.4% | -23.3% | -28.0% |
| YTD | -8.5% | +64.9% | -73.5% | -28.8% |
| 1Y | +2.6% | +66.0% | -63.4% | -20.6% |
| 3Y | +4.0% | +57.7% | -53.6% | -21.2% |
| 5Y | +51.2% | +144.7% | -93.5% | -11.2% |
| 10Y | +263.0% | +139.2% | +123.8% | +60.8% |
| All | +10.2% | +61.8% | -51.7% | -43.8% |
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