+55.2%
VALE vs CLBK
+68.0%
-12.8%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | -0.3% | -1.5% | +1.2% | 0.0% |
| 30D | +8.6% | -1.0% | +9.7% | +8.8% |
| 3M | +2.0% | +22.9% | -20.9% | -2.1% |
| 6M | +2.1% | +44.2% | -42.1% | -5.1% |
| YTD | +20.2% | +64.0% | -43.8% | +9.2% |
| 1Y | +55.2% | +65.7% | -10.5% | +42.3% |
| All | +55.2% | +68.0% | -12.8% | +42.3% |
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