+491.2%
VALE vs CHRW
+182.4%
+308.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.3% | -2.3% | -1.4% |
| 7D | -0.2% | +4.4% | -4.6% | -1.4% |
| 30D | +9.7% | +5.5% | +4.3% | +7.9% |
| 3M | +5.3% | -17.3% | +22.5% | +10.0% |
| 6M | +0.5% | -12.7% | +13.2% | +2.6% |
| YTD | +20.6% | -4.1% | +24.7% | +18.2% |
| 1Y | +57.6% | +21.2% | +36.4% | +41.2% |
| 3Y | +50.6% | +88.9% | -38.4% | +10.3% |
| 5Y | +41.8% | +93.1% | -51.2% | -1.8% |
| All | +491.2% | +182.4% | +308.7% | +202.6% |
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