+53.3%
VALE vs CHRW
+86.2%
-32.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.7% |
| 7D | +2.9% | +1.9% | +1.0% | +2.7% |
| 30D | +8.8% | +0.9% | +7.9% | +8.6% |
| 3M | +6.8% | -19.9% | +26.6% | +9.3% |
| 6M | +6.9% | -15.8% | +22.7% | +8.4% |
| YTD | +22.8% | -5.6% | +28.4% | +21.8% |
| 1Y | +61.3% | +21.0% | +40.2% | +53.0% |
| 3Y | +53.3% | +86.0% | -32.7% | +33.5% |
| All | +53.3% | +86.2% | -32.9% | +33.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling