-81.6%
CHTR vs VALE
+40.3%
-121.9%
-84.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +3.7% |
| 7D | -4.1% | -0.3% | -3.8% | -4.1% |
| 30D | -3.0% | +8.6% | -11.6% | -3.9% |
| 3M | +4.8% | +2.0% | +2.8% | +4.5% |
| 6M | -35.0% | +2.1% | -37.1% | -35.2% |
| YTD | -30.2% | +20.2% | -50.4% | -32.2% |
| 1Y | -44.8% | +55.2% | -99.9% | -48.3% |
| 3Y | -66.6% | +45.9% | -112.4% | -68.6% |
| All | -81.6% | +40.3% | -121.9% | -83.0% |
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