+489.2%
VALE vs CLX
-3.7%
+492.9%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.2% |
| 7D | -0.3% | -5.7% | +5.4% | +0.3% |
| 30D | +8.6% | -17.0% | +25.7% | +10.6% |
| 3M | +2.0% | -9.7% | +11.7% | +2.9% |
| 6M | +2.1% | -19.8% | +22.0% | +4.1% |
| YTD | +20.2% | -9.8% | +30.1% | +21.4% |
| 1Y | +55.2% | -26.2% | +81.3% | +59.4% |
| 3Y | +45.9% | -36.2% | +82.1% | +51.2% |
| 5Y | +41.4% | -38.3% | +79.7% | +46.4% |
| All | +489.2% | -3.7% | +492.9% | +479.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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