+521.8%
CLS vs VALE
+1,761.8%
-1,240.0%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +3.3% | +4.6% | +6.8% |
| 7D | -10.6% | +5.6% | -16.1% | -12.3% |
| 30D | -38.4% | -12.1% | -26.3% | -35.9% |
| 3M | -29.9% | -16.3% | -13.6% | -26.0% |
| 6M | -40.6% | -26.0% | -14.7% | -34.7% |
| YTD | -24.6% | -5.5% | -19.1% | -23.3% |
| 1Y | -30.8% | +6.7% | -37.5% | -32.3% |
| 3Y | +811.7% | +10.2% | +801.6% | +772.4% |
| 5Y | +1,838.4% | +49.7% | +1,788.7% | +1,508.5% |
| 10Y | +1,751.5% | +222.3% | +1,529.2% | +988.4% |
| All | +521.8% | +1,761.8% | -1,240.0% | +13.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling