+1,701.1%
VALE vs CHRW
+1,204.5%
+496.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | 0.0% | -3.3% | -3.3% |
| 7D | +5.5% | -3.4% | +8.8% | +7.1% |
| 30D | -15.0% | -9.4% | -5.6% | -11.5% |
| 3M | -20.0% | -12.6% | -7.4% | -16.3% |
| 6M | -28.4% | -24.2% | -4.2% | -21.6% |
| YTD | -8.6% | -18.9% | +10.3% | -5.8% |
| 1Y | +2.0% | -13.7% | +15.6% | +1.5% |
| 3Y | +4.1% | +72.6% | -68.5% | -34.1% |
| 5Y | +46.4% | +55.6% | -9.1% | -6.9% |
| 10Y | +202.4% | +122.7% | +79.7% | +44.1% |
| All | +1,701.1% | +1,204.5% | +496.6% | +316.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling