+21.0%
CTSH vs VALE
+493.0%
-471.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.7% |
| 7D | -8.2% | -1.8% | -6.4% | -7.9% |
| 30D | +0.4% | +6.7% | -6.3% | -1.1% |
| 3M | +10.6% | +4.9% | +5.7% | +9.0% |
| 6M | -8.8% | +3.6% | -12.4% | -10.2% |
| YTD | -28.6% | +21.9% | -50.5% | -32.8% |
| 1Y | -15.9% | +61.6% | -77.5% | -26.0% |
| 3Y | -13.9% | +52.1% | -66.0% | -24.3% |
| 5Y | -17.1% | +43.2% | -60.3% | -28.7% |
| 10Y | +21.0% | +521.5% | -500.5% | -30.7% |
| All | +21.0% | +493.0% | -471.9% | -30.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 VALE 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