+61.2%
VALE vs CHD
+7.1%
+54.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +1.6% | -2.7% | +4.3% | +1.9% |
| 30D | +5.1% | -4.6% | +9.7% | +5.6% |
| 3M | -0.4% | +5.0% | -5.4% | -1.0% |
| 6M | -2.2% | -3.2% | +1.0% | -1.9% |
| YTD | +20.5% | +18.6% | +1.9% | +21.0% |
| 1Y | +61.2% | +4.8% | +56.4% | +59.6% |
| All | +61.2% | +7.1% | +54.1% | +59.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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