+193.6%
VALE vs CFG
+396.4%
-202.8%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.2% |
| 7D | +1.6% | +1.5% | +0.1% | +0.9% |
| 30D | +5.1% | -3.8% | +9.0% | +6.8% |
| 3M | -0.4% | +11.5% | -11.9% | -5.4% |
| 6M | -2.2% | +19.2% | -21.4% | -9.9% |
| YTD | +20.5% | +23.7% | -3.2% | +9.0% |
| 1Y | +61.2% | +38.8% | +22.3% | +38.0% |
| 3Y | +43.1% | +178.9% | -135.8% | -15.0% |
| 5Y | +34.0% | +101.8% | -67.8% | -12.5% |
| 10Y | +469.7% | +317.3% | +152.4% | +103.2% |
| All | +193.6% | +396.4% | -202.8% | -5.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling