+287.5%
CAH vs VALE
+526.3%
-238.9%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.6% |
| 7D | -5.1% | -0.3% | -4.8% | -5.1% |
| 30D | +0.2% | +8.6% | -8.5% | -1.2% |
| 3M | +6.3% | +2.0% | +4.3% | +5.7% |
| 6M | +9.4% | +2.1% | +7.3% | +8.4% |
| YTD | +15.0% | +20.2% | -5.3% | +10.4% |
| 1Y | +55.4% | +55.2% | +0.3% | +42.6% |
| 3Y | +173.8% | +45.9% | +127.9% | +149.8% |
| 5Y | +395.2% | +41.4% | +353.8% | +339.2% |
| All | +287.5% | +526.3% | -238.9% | +149.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 10y: compounded portfolio wealth divided by compounded VALE 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…
10y analysis · Full analysis span regression · 6 months rolling