+68.6%
CSX vs VALE
+3.9%
+64.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.2% | -4.6% | -3.6% |
| 7D | -5.5% | +1.8% | -7.3% | -5.8% |
| 30D | +4.9% | -14.8% | +19.8% | +7.7% |
| 3M | -2.9% | -19.0% | +16.2% | +0.4% |
| 6M | +8.3% | -27.7% | +36.1% | +14.2% |
| YTD | +36.7% | -8.5% | +45.3% | +37.3% |
| 1Y | +41.5% | +2.6% | +38.9% | +39.0% |
| 3Y | +68.6% | +4.0% | +64.6% | +60.8% |
| All | +68.6% | +3.9% | +64.7% | +60.8% |
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