+49.7%
VALE vs CDW
-5.0%
+54.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +4.8% | -1.6% | +2.6% |
| 7D | +5.6% | +9.3% | -3.8% | +4.2% |
| 30D | -12.1% | +15.8% | -27.9% | -14.2% |
| 3M | -16.3% | +21.8% | -38.1% | -19.1% |
| 6M | -26.0% | +58.8% | -84.7% | -32.3% |
| YTD | -5.5% | +22.8% | -28.3% | -10.4% |
| 1Y | +6.7% | +17.9% | -11.2% | +2.2% |
| 3Y | +10.2% | -17.4% | +27.6% | +12.7% |
| 5Y | +49.7% | -5.7% | +55.5% | +38.2% |
| All | +49.7% | -5.0% | +54.8% | +38.2% |
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