+478.0%
CLF vs VALE
+1,761.8%
-1,283.8%
-98.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +3.3% | +3.7% | +4.2% |
| 7D | -14.1% | +5.6% | -19.6% | -18.3% |
| 30D | -5.5% | -12.1% | +6.6% | +4.9% |
| 3M | 0.0% | -16.3% | +16.3% | +15.3% |
| 6M | +11.3% | -26.0% | +37.2% | +42.9% |
| YTD | -7.7% | -5.5% | -2.2% | -5.3% |
| 1Y | +17.5% | +6.7% | +10.9% | +8.6% |
| 3Y | -25.4% | +10.2% | -35.6% | -33.8% |
| 5Y | -46.0% | +49.7% | -95.7% | -65.8% |
| 10Y | +80.1% | +222.3% | -142.2% | -48.6% |
| All | +478.0% | +1,761.8% | -1,283.8% | +27.4% |
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