+44.9%
VALE vs CNH
+7.1%
+37.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -5.6% | +7.5% | +4.0% |
| 7D | +2.9% | +8.8% | -5.9% | -0.6% |
| 30D | +8.8% | +24.7% | -15.9% | -0.6% |
| 3M | +6.8% | +27.3% | -20.6% | -4.0% |
| 6M | +6.9% | +23.2% | -16.2% | -3.2% |
| YTD | +22.8% | +48.9% | -26.1% | +2.6% |
| 1Y | +61.3% | +19.4% | +41.9% | +46.5% |
| 3Y | +53.3% | +7.8% | +45.6% | +41.2% |
| 5Y | +44.9% | +8.7% | +36.1% | +28.5% |
| All | +44.9% | +7.1% | +37.7% | +28.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling