+212.0%
VALE vs CF
+546.9%
-334.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.7% | +0.5% | +1.0% |
| 7D | +1.8% | -3.2% | +4.9% | +2.7% |
| 30D | -14.8% | +4.3% | -19.2% | -16.3% |
| 3M | -19.0% | +2.8% | -21.8% | -20.2% |
| 6M | -27.7% | +0.6% | -28.3% | -28.8% |
| YTD | -8.5% | +56.6% | -65.1% | -26.8% |
| 1Y | +2.6% | +49.6% | -47.0% | -16.4% |
| 3Y | +4.0% | +61.5% | -57.5% | -21.5% |
| 5Y | +51.2% | +124.0% | -72.7% | -8.3% |
| All | +212.0% | +546.9% | -334.8% | +27.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling