+1.7%
VALE vs CF
+68.9%
-67.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.7% | -0.5% |
| 7D | -3.2% | +4.8% | -8.0% | -3.5% |
| 30D | -15.1% | +4.7% | -19.8% | -15.3% |
| 3M | -18.7% | +7.4% | -26.1% | -19.0% |
| 6M | -31.5% | +0.6% | -32.1% | -31.5% |
| YTD | -11.4% | +64.1% | -75.5% | -19.1% |
| 1Y | -1.9% | +51.4% | -53.3% | -9.2% |
| 3Y | +1.7% | +67.8% | -66.1% | -12.8% |
| All | +1.7% | +68.9% | -67.2% | -12.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling