+2,275.1%
VALE vs CLX
+319.4%
+1,955.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.2% |
| 7D | +1.6% | -9.2% | +10.8% | +4.8% |
| 30D | +5.1% | -11.0% | +16.2% | +9.1% |
| 3M | -0.4% | +5.0% | -5.4% | -2.8% |
| 6M | -2.2% | -18.8% | +16.6% | +3.8% |
| YTD | +20.5% | -4.4% | +24.9% | +20.9% |
| 1Y | +61.2% | -21.9% | +83.0% | +72.5% |
| 3Y | +43.1% | -32.8% | +75.9% | +58.5% |
| 5Y | +34.0% | -34.6% | +68.5% | +44.0% |
| 10Y | +469.7% | -4.7% | +474.4% | +354.9% |
| All | +2,275.1% | +319.4% | +1,955.6% | +802.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling