+36.7%
CLS vs VALE
+58.5%
-21.8%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.6% |
| 7D | +20.1% | -1.8% | +21.9% | +21.4% |
| 30D | +6.0% | +6.7% | -0.6% | +0.5% |
| 3M | -10.3% | +4.9% | -15.2% | -14.0% |
| 6M | +24.5% | +3.6% | +20.9% | +20.6% |
| YTD | +12.9% | +21.9% | -9.0% | -6.7% |
| 1Y | +36.7% | +61.6% | -24.9% | -21.8% |
| All | +36.7% | +58.5% | -21.8% | -21.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling