+117.9%
VALE vs CLBK
+65.5%
+52.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.3% | -1.5% | +1.2% | +0.2% |
| 30D | +8.6% | -1.0% | +9.7% | +9.0% |
| 3M | +2.0% | +22.9% | -20.9% | -5.4% |
| 6M | +2.1% | +44.2% | -42.1% | -10.4% |
| YTD | +20.2% | +64.0% | -43.8% | +0.4% |
| 1Y | +55.2% | +65.7% | -10.5% | +28.5% |
| 3Y | +45.9% | +54.1% | -8.2% | +18.8% |
| 5Y | +41.4% | +44.7% | -3.3% | +6.3% |
| All | +117.9% | +65.5% | +52.4% | +45.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling