+173.6%
VALE vs CDW
+903.1%
-729.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.0% | +0.7% | +0.1% |
| 7D | +1.6% | +3.2% | -1.6% | +0.3% |
| 30D | +5.1% | +9.3% | -4.2% | +1.2% |
| 3M | -0.4% | +9.8% | -10.2% | -5.4% |
| 6M | -2.2% | +23.3% | -25.5% | -13.9% |
| YTD | +20.5% | +13.7% | +6.9% | +8.8% |
| 1Y | +61.2% | -6.5% | +67.7% | +57.8% |
| 3Y | +43.1% | -25.2% | +68.4% | +49.9% |
| 5Y | +34.0% | -19.5% | +53.4% | +30.2% |
| 10Y | +469.7% | +285.8% | +183.9% | +129.9% |
| All | +173.6% | +903.1% | -729.5% | -11.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling