-9.9%
CTSH vs VALE
+1.0%
-10.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +1.3% | -3.4% | -1.9% |
| 30D | +8.0% | -14.3% | +22.3% | +5.5% |
| 3M | +10.6% | -16.8% | +27.4% | +7.6% |
| 6M | +32.5% | -30.2% | +62.7% | +27.9% |
| YTD | -21.0% | -8.6% | -12.4% | -27.6% |
| 1Y | -9.9% | +1.6% | -11.5% | -20.6% |
| All | -9.9% | +1.0% | -10.9% | -20.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling