+608.6%
CLS vs VALE
+1,654.5%
-1,045.9%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -2.6% | +7.2% | +5.4% |
| 7D | +23.5% | -1.5% | +25.0% | +24.1% |
| 30D | -28.9% | -15.6% | -13.3% | -25.1% |
| 3M | -25.2% | -19.5% | -5.6% | -20.1% |
| 6M | -32.1% | -31.9% | -0.2% | -23.3% |
| YTD | -14.1% | -11.0% | -3.1% | -10.9% |
| 1Y | -24.1% | -2.1% | -22.0% | -23.7% |
| 3Y | +897.0% | +1.4% | +895.6% | +878.7% |
| 5Y | +2,089.9% | +36.2% | +2,053.8% | +1,772.5% |
| 10Y | +2,022.2% | +206.4% | +1,815.8% | +1,167.6% |
| All | +608.6% | +1,654.5% | -1,045.9% | +31.9% |
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