+1,645.1%
VALE vs CHRW
+1,259.8%
+385.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -3.2% | +7.3% | -10.5% | -6.4% |
| 30D | -15.1% | -3.6% | -11.5% | -14.2% |
| 3M | -18.7% | -9.6% | -9.1% | -16.3% |
| 6M | -31.5% | -17.0% | -14.5% | -28.3% |
| YTD | -11.4% | -15.4% | +4.0% | -10.6% |
| 1Y | -1.9% | -10.0% | +8.1% | -4.3% |
| 3Y | +1.7% | +82.2% | -80.5% | -37.3% |
| 5Y | +35.4% | +59.4% | -23.9% | -14.7% |
| 10Y | +204.8% | +129.7% | +75.1% | +43.3% |
| All | +1,645.1% | +1,259.8% | +385.3% | +295.4% |
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