-1.9%
VALE vs CHRW
-11.0%
+9.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.5% |
| 7D | -3.2% | +7.3% | -10.5% | -3.4% |
| 30D | -15.1% | -3.6% | -11.5% | -14.9% |
| 3M | -18.7% | -9.6% | -9.1% | -18.5% |
| 6M | -31.5% | -17.0% | -14.5% | -31.5% |
| YTD | -11.4% | -15.4% | +4.0% | -13.0% |
| 1Y | -1.9% | -10.0% | +8.1% | -6.0% |
| All | -1.9% | -11.0% | +9.2% | -6.0% |
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