+206.4%
VALE vs CHRW
+128.5%
+77.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.7% |
| 7D | -1.5% | +4.7% | -6.2% | -2.7% |
| 30D | -15.6% | -2.6% | -13.0% | -15.3% |
| 3M | -19.5% | -8.0% | -11.5% | -18.5% |
| 6M | -31.9% | -19.0% | -12.9% | -29.4% |
| YTD | -11.0% | -15.5% | +4.5% | -10.4% |
| 1Y | -2.1% | -10.8% | +8.7% | -3.4% |
| 3Y | +1.4% | +79.8% | -78.4% | -25.8% |
| 5Y | +36.2% | +59.3% | -23.1% | +0.7% |
| All | +206.4% | +128.5% | +77.9% | +98.9% |
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