+43.2%
VALE vs CDW
-23.8%
+67.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.6% |
| 7D | -1.8% | -4.2% | +2.4% | -1.3% |
| 30D | +6.7% | +4.9% | +1.8% | +5.7% |
| 3M | +4.9% | +7.3% | -2.4% | +3.1% |
| 6M | +3.6% | +19.2% | -15.6% | -1.6% |
| YTD | +21.9% | +6.2% | +15.7% | +18.4% |
| 1Y | +61.6% | -14.0% | +75.6% | +65.4% |
| 3Y | +52.1% | -30.0% | +82.1% | +60.2% |
| 5Y | +43.2% | -23.6% | +66.8% | +44.9% |
| All | +43.2% | -23.8% | +67.0% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDW.
Daily Out/Under-Performance
Portfolio return minus CDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDW 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 CDW 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