+439.2%
VALE vs CF
+5,948.3%
-5,509.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +3.0% | +1.3% |
| 7D | +1.6% | +6.0% | -4.4% | -1.3% |
| 30D | +5.1% | +14.8% | -9.7% | -1.9% |
| 3M | -0.4% | +14.1% | -14.5% | -7.4% |
| 6M | -2.2% | +28.5% | -30.7% | -18.4% |
| YTD | +20.5% | +74.9% | -54.4% | -14.4% |
| 1Y | +61.2% | +61.7% | -0.5% | +18.3% |
| 3Y | +43.1% | +80.3% | -37.2% | -6.2% |
| 5Y | +34.0% | +226.0% | -192.0% | -41.6% |
| 10Y | +469.7% | +569.9% | -100.2% | +44.5% |
| All | +439.2% | +5,948.3% | -5,509.1% | -57.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling