+465.6%
VALE vs CF
+575.3%
-109.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | +0.9% |
| 7D | +1.6% | +6.0% | -4.4% | -0.5% |
| 30D | +5.1% | +14.8% | -9.7% | +0.1% |
| 3M | -0.4% | +14.1% | -14.5% | -5.4% |
| 6M | -2.2% | +28.5% | -30.7% | -14.3% |
| YTD | +20.5% | +74.9% | -54.4% | -6.7% |
| 1Y | +61.2% | +61.7% | -0.5% | +28.0% |
| 3Y | +43.1% | +80.3% | -37.2% | +4.0% |
| 5Y | +34.0% | +226.0% | -192.0% | -31.1% |
| All | +465.6% | +575.3% | -109.7% | +105.7% |
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