+1,929.4%
CLS vs VALE
+200.9%
+1,728.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | 0.0% | +8.5% | +8.5% |
| 7D | +2.8% | +1.3% | +1.4% | +2.3% |
| 30D | -30.1% | -14.3% | -15.7% | -26.5% |
| 3M | -21.7% | -16.8% | -4.9% | -17.1% |
| 6M | -36.2% | -30.2% | -6.0% | -28.2% |
| YTD | -17.8% | -8.6% | -9.2% | -15.2% |
| 1Y | -26.8% | +1.6% | -28.4% | -27.0% |
| 3Y | +853.4% | +4.1% | +849.3% | +829.9% |
| 5Y | +2,005.0% | +38.7% | +1,966.4% | +1,690.4% |
| 10Y | +1,929.4% | +214.6% | +1,714.8% | +1,290.6% |
| All | +1,929.4% | +200.9% | +1,728.5% | +1,290.6% |
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 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