+273.5%
CMCSA vs VALE
+2,320.2%
-2,046.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | +0.1% | +2.9% | -2.8% | -0.6% |
| 30D | +3.8% | +8.8% | -5.0% | +1.7% |
| 3M | +12.3% | +6.8% | +5.6% | +10.2% |
| 6M | -15.4% | +6.9% | -22.3% | -17.3% |
| YTD | -2.5% | +22.8% | -25.3% | -8.2% |
| 1Y | -13.4% | +61.3% | -74.6% | -23.6% |
| 3Y | -30.4% | +53.3% | -83.7% | -38.9% |
| 5Y | -45.0% | +44.9% | -89.9% | -53.1% |
| 10Y | +10.2% | +486.8% | -476.6% | -40.0% |
| All | +273.5% | +2,320.2% | -2,046.7% | +9.4% |
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 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