+521.5%
VALE vs CNH
+157.1%
+364.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.9% |
| 7D | -1.8% | +1.8% | -3.7% | -3.0% |
| 30D | +6.7% | +32.6% | -26.0% | -8.3% |
| 3M | +4.9% | +29.4% | -24.5% | -9.7% |
| 6M | +3.6% | +26.0% | -22.4% | -10.4% |
| YTD | +21.9% | +52.2% | -30.3% | -5.1% |
| 1Y | +61.6% | +23.9% | +37.7% | +39.0% |
| 3Y | +52.1% | +10.1% | +42.0% | +32.6% |
| 5Y | +43.2% | +13.2% | +30.0% | +16.6% |
| 10Y | +521.5% | +160.7% | +360.9% | +142.5% |
| All | +521.5% | +157.1% | +364.4% | +142.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 10y: compounded portfolio wealth divided by compounded CNH 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…
10y analysis · Full analysis span regression · 6 months rolling