-35.3%
CMCSA vs VALE
+47.4%
-82.7%
-44.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.6% | -0.8% | -5.8% | -6.5% |
| 7D | -8.3% | -1.8% | -6.4% | -8.1% |
| 30D | -2.4% | +6.7% | -9.1% | -3.1% |
| 3M | +4.5% | +4.9% | -0.4% | +3.9% |
| 6M | -18.8% | +3.6% | -22.4% | -19.2% |
| YTD | -8.9% | +21.9% | -30.8% | -12.2% |
| 1Y | -18.3% | +61.6% | -79.9% | -25.0% |
| All | -35.3% | +47.4% | -82.7% | -40.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling