+1.6%
VALE vs CHRW
-9.7%
+11.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.7% | -3.7% | -0.1% |
| 7D | +1.3% | -0.1% | +1.4% | +1.3% |
| 30D | -14.3% | -4.3% | -10.1% | -14.2% |
| 3M | -16.8% | -7.4% | -9.4% | -16.8% |
| 6M | -30.2% | -20.7% | -9.5% | -29.9% |
| YTD | -8.6% | -15.9% | +7.3% | -10.5% |
| 1Y | +1.6% | -9.9% | +11.5% | -3.6% |
| All | +1.6% | -9.7% | +11.3% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling