+774.9%
CLS vs VALE
+8.6%
+766.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.3% | +4.6% | +6.2% |
| 7D | -10.6% | +5.6% | -16.1% | -13.1% |
| 30D | -38.4% | -12.1% | -26.3% | -34.2% |
| 3M | -29.9% | -16.3% | -13.6% | -23.6% |
| 6M | -40.6% | -26.0% | -14.7% | -30.9% |
| YTD | -24.6% | -5.5% | -19.1% | -21.6% |
| 1Y | -30.8% | +6.7% | -37.5% | -32.0% |
| All | +774.9% | +8.6% | +766.3% | +710.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling