+444.2%
CL vs VALE
+2,275.1%
-1,830.8%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -2.2% | +1.6% | -3.8% | -2.4% |
| 30D | -4.8% | +5.1% | -10.0% | -5.4% |
| 3M | +4.9% | -0.4% | +5.3% | +4.8% |
| 6M | -5.7% | -2.2% | -3.5% | -5.7% |
| YTD | +14.4% | +20.5% | -6.2% | +11.6% |
| 1Y | +8.7% | +61.2% | -52.4% | +2.7% |
| 3Y | +30.0% | +43.1% | -13.2% | +23.2% |
| 5Y | +28.4% | +34.0% | -5.6% | +20.3% |
| 10Y | +50.1% | +469.7% | -419.6% | +12.6% |
| All | +444.2% | +2,275.1% | -1,830.8% | +239.9% |
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