+42.2%
VALE vs CFG
+103.2%
-61.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.6% | +1.5% | +0.1% | +1.1% |
| 30D | +5.1% | -3.8% | +9.0% | +6.3% |
| 3M | -0.4% | +11.5% | -11.9% | -3.9% |
| 6M | -2.2% | +19.2% | -21.4% | -7.5% |
| YTD | +20.5% | +23.7% | -3.2% | +12.6% |
| 1Y | +61.2% | +38.8% | +22.3% | +45.3% |
| 3Y | +43.1% | +178.9% | -135.8% | +1.6% |
| All | +42.2% | +103.2% | -61.0% | +3.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling