+59.2%
CSX vs VALE
+36.6%
+22.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.6% | +3.6% | +1.4% |
| 7D | +3.1% | -1.5% | +4.6% | +3.3% |
| 30D | +9.7% | -15.6% | +25.3% | +12.7% |
| 3M | +4.9% | -19.5% | +24.5% | +8.5% |
| 6M | +18.4% | -31.9% | +50.2% | +25.8% |
| YTD | +45.9% | -11.0% | +56.8% | +47.4% |
| 1Y | +50.0% | -2.1% | +52.1% | +49.0% |
| 3Y | +78.0% | +1.4% | +76.6% | +73.3% |
| 5Y | +59.2% | +36.2% | +23.0% | +47.6% |
| All | +59.2% | +36.6% | +22.6% | +47.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling