+41.8%
VALE vs CLBK
+41.8%
0.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -0.2% | -1.4% | +1.2% | 0.0% |
| 30D | +9.7% | +4.5% | +5.2% | +8.9% |
| 3M | +5.3% | +22.8% | -17.5% | +1.5% |
| 6M | +0.5% | +43.4% | -42.9% | -5.6% |
| YTD | +20.6% | +64.1% | -43.5% | +10.6% |
| 1Y | +57.6% | +67.6% | -10.0% | +43.8% |
| 3Y | +50.6% | +53.3% | -2.7% | +36.8% |
| 5Y | +41.8% | +44.8% | -3.0% | +19.6% |
| All | +41.8% | +41.8% | 0.0% | +19.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling