+262.4%
CMCSA vs VALE
+1,645.1%
-1,382.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.5% | +2.0% | +1.6% |
| 7D | +3.2% | -3.2% | +6.3% | +3.9% |
| 30D | +19.5% | -15.1% | +34.6% | +23.9% |
| 3M | -2.4% | -18.7% | +16.3% | +2.0% |
| 6M | +3.8% | -31.5% | +35.3% | +12.4% |
| YTD | -5.4% | -11.4% | +6.1% | -4.3% |
| 1Y | +1.1% | -1.9% | +3.0% | -0.2% |
| 3Y | -27.1% | +1.7% | -28.8% | -29.8% |
| 5Y | -40.3% | +35.4% | -75.7% | -48.4% |
| 10Y | +6.0% | +204.8% | -198.8% | -32.2% |
| All | +262.4% | +1,645.1% | -1,382.7% | +14.1% |
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