+36.2%
VALE vs CF
+117.5%
-81.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.4% | -4.0% | -2.8% |
| 7D | -1.5% | +5.4% | -6.8% | -2.5% |
| 30D | -15.6% | +6.5% | -22.2% | -16.7% |
| 3M | -19.5% | +4.6% | -24.2% | -20.4% |
| 6M | -31.9% | -3.3% | -28.6% | -31.8% |
| YTD | -11.0% | +63.9% | -74.8% | -23.6% |
| 1Y | -2.1% | +50.4% | -52.6% | -14.1% |
| 3Y | +1.4% | +68.2% | -66.9% | -16.6% |
| 5Y | +36.2% | +113.8% | -77.7% | +6.5% |
| All | +36.2% | +117.5% | -81.4% | +6.5% |
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