+20.2%
CLF vs VALE
+3.0%
+17.2%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +4.1% | -13.3% | -12.0% |
| 7D | -7.9% | -0.3% | -7.5% | -8.0% |
| 30D | +5.2% | -19.2% | +24.5% | +22.6% |
| 3M | +4.3% | -20.7% | +25.0% | +23.0% |
| 6M | +25.3% | -25.8% | +51.1% | +55.7% |
| YTD | -3.3% | -9.8% | +6.5% | +7.5% |
| 1Y | +20.2% | +3.7% | +16.6% | +26.6% |
| All | +20.2% | +3.0% | +17.2% | +26.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling