+49.7%
VALE vs CNH
-6.4%
+56.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | +10.9% | -7.6% | -0.7% |
| 7D | +5.6% | +8.6% | -3.0% | +2.2% |
| 30D | -12.1% | +12.6% | -24.7% | -16.2% |
| 3M | -16.3% | +17.5% | -33.8% | -22.4% |
| 6M | -26.0% | +18.1% | -44.1% | -32.1% |
| YTD | -5.5% | +40.4% | -45.9% | -20.0% |
| 1Y | +6.7% | +34.0% | -27.3% | -8.2% |
| 3Y | +10.2% | +35.3% | -25.1% | -10.3% |
| 5Y | +49.7% | -5.1% | +54.8% | +38.1% |
| All | +49.7% | -6.4% | +56.1% | +38.1% |
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