-31.9%
VALE vs CHRW
-20.0%
-11.9%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.5% | -3.1% | -2.6% |
| 7D | -1.5% | +4.7% | -6.2% | -1.4% |
| 30D | -15.6% | -2.6% | -13.0% | -15.5% |
| 3M | -19.5% | -8.0% | -11.5% | -19.8% |
| 6M | -31.9% | -19.0% | -12.9% | -33.3% |
| All | -31.9% | -20.0% | -11.9% | -33.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling