+301.6%
CHTR vs VALE
+40.3%
+261.3%
-85.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.0% | -1.0% | +6.0% | +5.1% |
| 7D | -7.1% | -0.2% | -7.0% | -7.1% |
| 30D | -10.9% | +9.7% | -20.6% | -12.0% |
| 3M | +2.0% | +5.3% | -3.3% | +1.2% |
| 6M | -35.9% | +0.5% | -36.5% | -36.1% |
| YTD | -32.7% | +20.6% | -53.3% | -34.7% |
| 1Y | -46.6% | +57.6% | -104.2% | -50.1% |
| 3Y | -66.7% | +50.6% | -117.3% | -69.0% |
| 5Y | -82.1% | +41.8% | -124.0% | -83.6% |
| 10Y | -46.8% | +515.1% | -561.9% | -61.6% |
| All | +301.6% | +40.3% | +261.3% | +256.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling