+1,876.2%
CLS vs VALE
+51.2%
+1,825.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.3% | +4.6% | +6.7% |
| 7D | -10.6% | +5.6% | -16.1% | -12.4% |
| 30D | -38.4% | -12.1% | -26.3% | -35.6% |
| 3M | -29.9% | -16.3% | -13.6% | -25.5% |
| 6M | -40.6% | -26.0% | -14.7% | -34.1% |
| YTD | -24.6% | -5.5% | -19.1% | -22.4% |
| 1Y | -30.8% | +6.7% | -37.5% | -31.4% |
| 3Y | +811.7% | +10.2% | +801.6% | +776.2% |
| All | +1,876.2% | +51.2% | +1,825.0% | +1,582.1% |
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