+8.8%
VALE vs CVE
+62.8%
-53.9%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.7% | +2.9% | +1.3% |
| 7D | +2.4% | -14.1% | +16.5% | +8.5% |
| 30D | -18.7% | -11.6% | -7.1% | -15.0% |
| 3M | -21.2% | 0.0% | -21.2% | -22.1% |
| 6M | -26.1% | -8.4% | -17.7% | -25.1% |
| YTD | -9.6% | +65.9% | -75.5% | -29.9% |
| 1Y | +0.7% | +69.4% | -68.7% | -22.8% |
| 3Y | +3.3% | +55.9% | -52.6% | -21.3% |
| 5Y | +49.4% | +146.2% | -96.8% | -12.5% |
| 10Y | +258.6% | +140.6% | +118.0% | +58.4% |
| All | +8.8% | +62.8% | -53.9% | -44.6% |
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 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