+2,320.2%
VALE vs CHD
+2,572.8%
-252.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.0% | +3.9% | +2.7% |
| 7D | +2.9% | -2.9% | +5.8% | +4.1% |
| 30D | +8.8% | -6.2% | +15.0% | +11.4% |
| 3M | +6.8% | +1.6% | +5.2% | +5.7% |
| 6M | +6.9% | -3.5% | +10.4% | +7.8% |
| YTD | +22.8% | +16.2% | +6.6% | +15.0% |
| 1Y | +61.3% | +3.4% | +57.9% | +57.3% |
| 3Y | +53.3% | +4.6% | +48.7% | +45.7% |
| 5Y | +44.9% | +21.1% | +23.7% | +25.5% |
| 10Y | +486.8% | +126.5% | +360.2% | +251.2% |
| All | +2,320.2% | +2,572.8% | -252.6% | +517.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling