+3,542.1%
CLS vs VALE
+41.9%
+3,500.2%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +1.9% | +3.7% | +5.0% |
| 7D | +12.8% | +2.9% | +9.9% | +11.4% |
| 30D | +3.8% | +8.8% | -5.0% | +0.5% |
| 3M | -14.6% | +6.8% | -21.4% | -16.8% |
| 6M | +32.2% | +6.9% | +25.3% | +29.6% |
| YTD | +11.6% | +22.8% | -11.2% | +4.6% |
| 1Y | +35.1% | +61.3% | -26.2% | +16.7% |
| 3Y | +1,312.5% | +53.3% | +1,259.2% | +1,113.2% |
| 5Y | +3,542.1% | +44.9% | +3,497.2% | +3,461.7% |
| All | +3,542.1% | +41.9% | +3,500.2% | +3,461.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling