+4.9%
VALE vs CF
+65.2%
-60.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.8% | -3.4% |
| 7D | +5.5% | +4.8% | +0.7% | +5.1% |
| 30D | -15.0% | +9.7% | -24.7% | -15.5% |
| 3M | -20.0% | +1.2% | -21.3% | -20.0% |
| 6M | -28.4% | +7.4% | -35.7% | -28.6% |
| YTD | -8.6% | +60.5% | -69.1% | -16.4% |
| 1Y | +2.0% | +50.7% | -48.8% | -5.8% |
| All | +4.9% | +65.2% | -60.3% | -9.9% |
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