+45.1%
VALE vs CVE
+89.9%
-44.8%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.3% |
| 7D | +1.6% | +2.5% | -0.9% | +0.5% |
| 30D | +5.1% | +16.7% | -11.6% | -1.7% |
| 3M | -0.4% | +9.3% | -9.7% | -5.1% |
| 6M | -2.2% | +43.6% | -45.8% | -18.2% |
| YTD | +20.5% | +93.6% | -73.1% | -11.6% |
| 1Y | +61.2% | +98.8% | -37.6% | +16.1% |
| 3Y | +43.1% | +73.6% | -30.5% | +4.7% |
| 5Y | +34.0% | +312.5% | -278.5% | -37.3% |
| 10Y | +469.7% | +161.0% | +308.6% | +148.6% |
| All | +45.1% | +89.9% | -44.8% | -30.2% |
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