+61.6%
VALE vs CFG
+38.1%
+23.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.1% | -0.4% |
| 7D | -1.8% | -0.6% | -1.3% | -1.7% |
| 30D | +6.7% | -4.5% | +11.2% | +8.4% |
| 3M | +4.9% | +6.3% | -1.4% | +1.4% |
| 6M | +3.6% | +20.6% | -17.0% | -5.5% |
| YTD | +21.9% | +21.2% | +0.6% | +10.9% |
| 1Y | +61.6% | +38.2% | +23.4% | +42.8% |
| All | +61.6% | +38.1% | +23.4% | +42.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling