+3.7%
VALE vs CLBK
+65.7%
-62.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +0.9% | +3.2% | +3.9% |
| 7D | -0.3% | +4.6% | -4.9% | -1.2% |
| 30D | -19.2% | -1.5% | -17.7% | -19.0% |
| 3M | -20.7% | +4.4% | -25.1% | -21.4% |
| 6M | -25.8% | +31.7% | -57.5% | -30.5% |
| YTD | -9.8% | +58.7% | -68.5% | -19.0% |
| 1Y | +3.7% | +64.9% | -61.2% | -8.3% |
| All | +3.7% | +65.7% | -62.1% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK 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 1y: compounded portfolio wealth divided by compounded CLBK 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…
1y analysis · Full analysis span regression · 6 months rolling