+398.3%
CAH vs VALE
+40.1%
+358.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.0% | -0.6% | -1.6% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -1.8% | +9.7% | -11.5% | -2.2% |
| 3M | +9.4% | +5.3% | +4.1% | +9.0% |
| 6M | +9.2% | +0.5% | +8.7% | +9.1% |
| YTD | +15.7% | +20.6% | -4.9% | +13.9% |
| 1Y | +59.7% | +57.6% | +2.1% | +54.4% |
| 3Y | +178.5% | +50.6% | +127.9% | +168.2% |
| 5Y | +398.3% | +41.8% | +356.4% | +376.6% |
| All | +398.3% | +40.1% | +358.1% | +376.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling