-45.6%
CHTR vs VALE
+3.0%
-48.5%
-58.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +4.1% | +1.6% | +5.5% |
| 7D | +14.1% | -0.3% | +14.4% | +14.0% |
| 30D | +11.6% | -19.2% | +30.8% | +12.5% |
| 3M | -21.4% | -20.7% | -0.7% | -20.4% |
| 6M | -27.3% | -25.8% | -1.5% | -25.9% |
| YTD | -42.4% | -9.8% | -32.6% | -42.8% |
| 1Y | -45.6% | +3.7% | -49.2% | -50.6% |
| All | -45.6% | +3.0% | -48.5% | -50.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling