+6.1%
CMCSA vs VALE
+526.3%
-520.3%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.4% | +0.2% |
| 7D | -4.9% | -0.3% | -4.6% | -4.8% |
| 30D | -1.1% | +8.6% | -9.7% | -2.6% |
| 3M | +6.6% | +2.0% | +4.6% | +5.9% |
| 6M | -15.5% | +2.1% | -17.6% | -16.2% |
| YTD | -6.7% | +20.2% | -26.9% | -10.7% |
| 1Y | -15.6% | +55.2% | -70.8% | -23.2% |
| 3Y | -33.7% | +45.9% | -79.6% | -39.7% |
| 5Y | -46.6% | +41.4% | -88.0% | -52.7% |
| All | +6.1% | +526.3% | -520.3% | -29.4% |
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