+204.8%
VALE vs CFG
+216.2%
-11.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.1% | -0.8% |
| 7D | -3.2% | +3.2% | -6.4% | -4.4% |
| 30D | -15.1% | +5.1% | -20.2% | -16.8% |
| 3M | -18.7% | -11.2% | -7.5% | -14.9% |
| 6M | -31.5% | +9.6% | -41.0% | -34.4% |
| YTD | -11.4% | +15.0% | -26.4% | -16.9% |
| 1Y | -1.9% | +29.9% | -31.7% | -12.4% |
| 3Y | +1.7% | +192.1% | -190.4% | -38.1% |
| 5Y | +35.4% | +62.3% | -26.9% | +1.6% |
| All | +204.8% | +216.2% | -11.4% | +95.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 10y: compounded portfolio wealth divided by compounded CFG 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…
10y analysis · Full analysis span regression · 6 months rolling