-30.2%
VALE vs CDW
+68.4%
-98.7%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | 0.0% |
| 7D | +1.3% | +2.6% | -1.3% | +1.2% |
| 30D | -14.3% | +20.4% | -34.7% | -14.4% |
| 3M | -16.8% | +28.5% | -45.3% | -16.8% |
| 6M | -30.2% | +70.6% | -100.8% | -31.5% |
| All | -30.2% | +68.4% | -98.7% | -31.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling