+202.4%
VALE vs CFG
+230.2%
-27.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.4% | -2.8% | -3.1% |
| 7D | +5.5% | +0.7% | +4.8% | +5.2% |
| 30D | -15.0% | +2.8% | -17.8% | -16.0% |
| 3M | -20.0% | -10.1% | -9.9% | -16.7% |
| 6M | -28.4% | +3.2% | -31.6% | -29.7% |
| YTD | -8.6% | +14.2% | -22.8% | -14.0% |
| 1Y | +2.0% | +27.4% | -25.5% | -8.3% |
| 3Y | +4.1% | +187.6% | -183.5% | -36.1% |
| 5Y | +46.4% | +65.7% | -19.3% | +8.8% |
| 10Y | +202.4% | +219.7% | -17.3% | +110.6% |
| All | +202.4% | +230.2% | -27.8% | +110.6% |
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