+440.3%
CLF vs VALE
+1,702.7%
-1,262.4%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +0.6% |
| 7D | -19.6% | +1.8% | -21.3% | -21.2% |
| 30D | -5.0% | -14.8% | +9.9% | +8.3% |
| 3M | -6.3% | -19.0% | +12.7% | +11.0% |
| 6M | +2.8% | -27.7% | +30.5% | +34.6% |
| YTD | -13.7% | -8.5% | -5.2% | -9.1% |
| 1Y | +13.6% | +2.6% | +10.9% | +8.3% |
| 3Y | -34.0% | +4.0% | -38.0% | -38.6% |
| 5Y | -48.7% | +51.2% | -100.0% | -67.8% |
| 10Y | +113.4% | +263.0% | -149.6% | -45.2% |
| All | +440.3% | +1,702.7% | -1,262.4% | +22.2% |
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