+495.4%
CL vs VALE
+1,702.7%
-1,207.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.2% | -3.4% | -2.3% |
| 7D | +1.3% | +1.8% | -0.4% | +1.1% |
| 30D | +11.4% | -14.8% | +26.2% | +13.2% |
| 3M | +4.4% | -19.0% | +23.4% | +6.6% |
| 6M | +10.8% | -27.7% | +38.5% | +14.4% |
| YTD | +25.1% | -8.5% | +33.6% | +25.6% |
| 1Y | +28.0% | +2.6% | +25.3% | +26.8% |
| 3Y | +37.6% | +4.0% | +33.6% | +35.0% |
| 5Y | +39.7% | +51.2% | -11.5% | +28.8% |
| 10Y | +75.8% | +263.0% | -187.2% | +38.7% |
| All | +495.4% | +1,702.7% | -1,207.3% | +282.5% |
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