+46.4%
VALE vs CLX
-35.7%
+82.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | -0.9% |
| 7D | -0.2% | -5.9% | +5.7% | +0.5% |
| 30D | +9.7% | -17.0% | +26.8% | +12.2% |
| 3M | +5.3% | -9.6% | +14.8% | +6.4% |
| 6M | +0.5% | -21.5% | +22.1% | +3.5% |
| YTD | +20.6% | -8.8% | +29.4% | +23.0% |
| 1Y | +57.6% | -24.7% | +82.3% | +63.5% |
| All | +46.4% | -35.7% | +82.1% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling