-0.9%
CCL vs VALE
+43.3%
-44.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -1.9% |
| 7D | -4.4% | -1.8% | -2.5% | -3.8% |
| 30D | -18.2% | +6.7% | -24.9% | -20.2% |
| 3M | -17.7% | +4.9% | -22.6% | -19.3% |
| 6M | -13.0% | +3.6% | -16.6% | -14.1% |
| YTD | -24.5% | +21.9% | -46.4% | -29.7% |
| 1Y | -26.9% | +61.6% | -88.5% | -38.1% |
| 3Y | +50.8% | +52.1% | -1.4% | +27.4% |
| 5Y | -0.9% | +43.2% | -44.1% | -21.3% |
| All | -0.9% | +43.3% | -44.2% | -21.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling