+127.6%
CLF vs VALE
+493.0%
-365.4%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.0% |
| 7D | -2.7% | -1.8% | -0.8% | -1.3% |
| 30D | -3.2% | +6.7% | -9.9% | -8.1% |
| 3M | -5.0% | +4.9% | -9.8% | -8.5% |
| 6M | +26.6% | +3.6% | +23.0% | +23.2% |
| YTD | -9.0% | +21.9% | -30.8% | -22.7% |
| 1Y | +11.8% | +61.6% | -49.7% | -23.4% |
| 3Y | -15.1% | +52.1% | -67.2% | -40.0% |
| 5Y | -48.2% | +43.2% | -91.4% | -63.6% |
| 10Y | +127.6% | +521.5% | -393.9% | -53.5% |
| All | +127.6% | +493.0% | -365.4% | -53.5% |
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 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