+3,038.3%
CLS vs VALE
+493.0%
+2,545.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.4% |
| 7D | +20.1% | -1.8% | +21.9% | +20.7% |
| 30D | +6.0% | +6.7% | -0.6% | +3.6% |
| 3M | -10.3% | +4.9% | -15.2% | -11.9% |
| 6M | +24.5% | +3.6% | +20.9% | +23.3% |
| YTD | +12.9% | +21.9% | -9.0% | +6.0% |
| 1Y | +36.7% | +61.6% | -24.9% | +17.7% |
| 3Y | +1,328.1% | +52.1% | +1,276.0% | +1,131.7% |
| 5Y | +3,682.3% | +43.2% | +3,639.1% | +3,079.8% |
| 10Y | +3,038.3% | +521.5% | +2,516.8% | +1,629.8% |
| All | +3,038.3% | +493.0% | +2,545.3% | +1,629.8% |
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