+46.0%
CCL vs VALE
+1,654.5%
-1,608.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -2.6% | -1.8% | -3.5% |
| 7D | -0.3% | -1.5% | +1.1% | +0.2% |
| 30D | +10.3% | -15.6% | +26.0% | +16.3% |
| 3M | +6.6% | -19.5% | +26.1% | +13.7% |
| 6M | +20.0% | -31.9% | +51.9% | +34.9% |
| YTD | -1.9% | -11.0% | +9.1% | +1.0% |
| 1Y | +10.4% | -2.1% | +12.6% | +10.3% |
| 3Y | +134.8% | +1.4% | +133.4% | +128.5% |
| 5Y | +34.0% | +36.2% | -2.2% | +14.8% |
| 10Y | -32.5% | +206.4% | -239.0% | -55.9% |
| All | +46.0% | +1,654.5% | -1,608.5% | -46.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling