+84.9%
CL vs VALE
+206.6%
-121.8%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.3% | +3.4% | +0.4% |
| 7D | +2.6% | +5.5% | -2.9% | +2.1% |
| 30D | +11.8% | -15.0% | +26.7% | +13.2% |
| 3M | +5.9% | -20.0% | +25.9% | +7.8% |
| 6M | +13.3% | -28.4% | +41.7% | +16.3% |
| YTD | +27.1% | -8.6% | +35.7% | +27.5% |
| 1Y | +28.0% | +2.0% | +26.0% | +27.1% |
| 3Y | +39.4% | +4.1% | +35.3% | +37.3% |
| 5Y | +40.8% | +46.4% | -5.7% | +31.5% |
| 10Y | +84.9% | +202.4% | -117.5% | +58.6% |
| All | +84.9% | +206.6% | -121.8% | +58.6% |
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