+40.9%
VALE vs CHD
+20.9%
+20.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.3% |
| 7D | -0.3% | -4.5% | +4.2% | 0.0% |
| 30D | +8.6% | -6.7% | +15.4% | +9.0% |
| 3M | +2.0% | -2.7% | +4.7% | +2.1% |
| 6M | +2.1% | -4.9% | +7.1% | +2.3% |
| YTD | +20.2% | +13.3% | +6.9% | +19.9% |
| 1Y | +55.2% | +1.0% | +54.2% | +55.2% |
| 3Y | +45.9% | +1.3% | +44.6% | +45.9% |
| All | +40.9% | +20.9% | +20.0% | +49.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling