-13.3%
CLF vs VALE
+49.2%
-62.5%
-74.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.3% | +2.1% | +2.0% |
| 7D | +7.6% | +1.6% | +6.0% | +6.3% |
| 30D | -1.2% | +5.1% | -6.3% | -5.1% |
| 3M | -13.4% | -0.4% | -13.0% | -13.0% |
| 6M | +15.4% | -2.2% | +17.6% | +17.4% |
| YTD | -5.9% | +20.5% | -26.4% | -20.2% |
| 1Y | +18.8% | +61.2% | -42.4% | -20.3% |
| All | -13.3% | +49.2% | -62.5% | -42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling