+53.4%
CL vs VALE
+473.3%
-420.0%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.9% | -2.3% | -0.6% |
| 7D | -1.4% | +2.9% | -4.3% | -1.6% |
| 30D | -5.2% | +8.8% | -14.0% | -5.9% |
| 3M | +3.3% | +6.8% | -3.5% | +2.6% |
| 6M | -4.4% | +6.9% | -11.3% | -5.1% |
| YTD | +13.9% | +22.8% | -8.9% | +11.5% |
| 1Y | +7.6% | +61.3% | -53.6% | +2.8% |
| 3Y | +29.6% | +53.3% | -23.7% | +23.4% |
| 5Y | +28.1% | +44.9% | -16.8% | +20.6% |
| 10Y | +53.4% | +486.8% | -433.4% | +18.3% |
| All | +53.4% | +473.3% | -420.0% | +18.3% |
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 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