-1.9%
VALE vs CNH
+16.6%
-18.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | -0.4% |
| 7D | -3.2% | +3.0% | -6.2% | -3.9% |
| 30D | -15.1% | -0.6% | -14.5% | -15.0% |
| 3M | -18.7% | +14.6% | -33.3% | -22.5% |
| 6M | -31.5% | +11.8% | -43.2% | -34.7% |
| YTD | -11.4% | +30.4% | -41.9% | -20.2% |
| 1Y | -1.9% | +19.1% | -20.9% | -10.0% |
| All | -1.9% | +16.6% | -18.5% | -10.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling