+44.3%
VALE vs CHRW
+89.2%
-44.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.6% |
| 7D | +2.9% | +1.9% | +1.0% | +2.5% |
| 30D | +8.8% | +0.9% | +7.9% | +8.5% |
| 3M | +6.8% | -19.9% | +26.6% | +10.4% |
| 6M | +6.9% | -15.8% | +22.7% | +9.0% |
| YTD | +22.8% | -5.6% | +28.4% | +21.6% |
| 1Y | +61.3% | +21.0% | +40.2% | +50.3% |
| 3Y | +53.3% | +86.0% | -32.7% | +25.8% |
| All | +44.3% | +89.2% | -44.9% | +5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling