+53.0%
CCL vs VALE
+1,701.1%
-1,648.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.3% | +3.0% | +0.8% |
| 7D | +5.8% | +5.5% | +0.3% | +4.1% |
| 30D | +17.3% | -15.0% | +32.2% | +23.3% |
| 3M | +11.3% | -20.0% | +31.4% | +18.9% |
| 6M | +18.5% | -28.4% | +46.8% | +31.0% |
| YTD | +2.8% | -8.6% | +11.4% | +4.9% |
| 1Y | +16.7% | +2.0% | +14.8% | +15.0% |
| 3Y | +146.0% | +4.1% | +141.9% | +137.3% |
| 5Y | +33.6% | +46.4% | -12.8% | +11.8% |
| 10Y | -29.4% | +202.4% | -231.8% | -53.8% |
| All | +53.0% | +1,701.1% | -1,648.2% | -44.7% |
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