+76.3%
CL vs VALE
+223.9%
-147.7%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.3% | -1.8% | +1.2% |
| 7D | +0.5% | +5.6% | -5.0% | +0.1% |
| 30D | +11.6% | -12.1% | +23.7% | +12.7% |
| 3M | +5.6% | -16.3% | +21.9% | +7.1% |
| 6M | +13.2% | -26.0% | +39.1% | +15.8% |
| YTD | +26.9% | -5.5% | +32.4% | +27.0% |
| 1Y | +27.3% | +6.7% | +20.6% | +26.0% |
| 3Y | +39.7% | +10.2% | +29.6% | +36.9% |
| 5Y | +41.3% | +49.7% | -8.4% | +31.9% |
| 10Y | +76.3% | +222.3% | -146.0% | +52.2% |
| All | +76.3% | +223.9% | -147.7% | +52.2% |
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