+771.3%
CLS vs VALE
+2,275.1%
-1,503.8%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.9% |
| 7D | +4.6% | +1.6% | +3.0% | +3.8% |
| 30D | -13.9% | +5.1% | -19.0% | -15.4% |
| 3M | -26.6% | -0.4% | -26.2% | -26.6% |
| 6M | +15.4% | -2.2% | +17.6% | +16.5% |
| YTD | +5.7% | +20.5% | -14.9% | -0.5% |
| 1Y | +41.1% | +61.2% | -20.1% | +21.5% |
| 3Y | +1,228.6% | +43.1% | +1,185.4% | +1,067.4% |
| 5Y | +3,240.6% | +34.0% | +3,206.7% | +2,767.6% |
| 10Y | +2,760.3% | +469.7% | +2,290.7% | +1,294.6% |
| All | +771.3% | +2,275.1% | -1,503.8% | +47.4% |
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