+54.1%
CCL vs VALE
+53.3%
+0.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -2.1% |
| 7D | -0.1% | +2.9% | -3.0% | -1.4% |
| 30D | -20.0% | +8.8% | -28.8% | -23.0% |
| 3M | -13.7% | +6.8% | -20.4% | -16.3% |
| 6M | -9.0% | +6.9% | -15.9% | -11.4% |
| YTD | -22.8% | +22.8% | -45.6% | -29.5% |
| 1Y | -25.3% | +61.3% | -86.6% | -38.8% |
| 3Y | +54.1% | +53.3% | +0.8% | +20.3% |
| All | +54.1% | +53.3% | +0.8% | +20.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling