+36.6%
VALE vs CF
+227.0%
-190.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | +0.4% |
| 7D | +1.6% | +6.0% | -4.4% | +0.5% |
| 30D | +5.1% | +14.8% | -9.7% | +2.3% |
| 3M | -0.4% | +14.1% | -14.5% | -3.1% |
| 6M | -2.2% | +28.5% | -30.7% | -9.7% |
| YTD | +20.5% | +74.9% | -54.4% | +2.3% |
| 1Y | +61.2% | +61.7% | -0.5% | +39.2% |
| 3Y | +43.1% | +80.3% | -37.2% | +16.0% |
| All | +36.6% | +227.0% | -190.4% | -10.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling