+214.6%
VALE vs CHRW
+131.8%
+82.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -1.0% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -14.3% | -4.3% | -10.1% | -13.6% |
| 3M | -16.8% | -7.4% | -9.4% | -15.9% |
| 6M | -30.2% | -20.7% | -9.5% | -27.3% |
| YTD | -8.6% | -15.9% | +7.3% | -7.9% |
| 1Y | +1.6% | -9.9% | +11.5% | 0.0% |
| 3Y | +4.1% | +79.0% | -74.9% | -23.7% |
| 5Y | +38.7% | +61.3% | -22.7% | +1.8% |
| 10Y | +214.6% | +128.5% | +86.1% | +106.2% |
| All | +214.6% | +131.8% | +82.8% | +106.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 10y: compounded portfolio wealth divided by compounded CHRW 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…
10y analysis · Full analysis span regression · 6 months rolling