-34.0%
CCL vs VALE
+204.8%
-238.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.2% | -0.1% |
| 7D | -1.2% | -3.2% | +2.0% | +0.3% |
| 30D | +13.1% | -15.1% | +28.2% | +21.4% |
| 3M | +3.4% | -18.7% | +22.1% | +12.5% |
| 6M | +18.7% | -31.5% | +50.2% | +39.3% |
| YTD | -2.3% | -11.4% | +9.2% | +1.7% |
| 1Y | +14.2% | -1.9% | +16.0% | +13.3% |
| 3Y | +133.6% | +1.7% | +131.9% | +122.6% |
| 5Y | +33.5% | +35.4% | -1.9% | +3.5% |
| All | -34.0% | +204.8% | -238.9% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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