-15.9%
CTSH vs VALE
+58.5%
-74.4%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.8% | -2.1% | -2.9% |
| 7D | -8.2% | -1.8% | -6.4% | -8.3% |
| 30D | +0.4% | +6.7% | -6.3% | +0.9% |
| 3M | +10.6% | +4.9% | +5.7% | +11.3% |
| 6M | -8.8% | +3.6% | -12.4% | -7.8% |
| YTD | -28.6% | +21.9% | -50.5% | -32.3% |
| 1Y | -15.9% | +61.6% | -77.5% | -23.7% |
| All | -15.9% | +58.5% | -74.4% | -23.7% |
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 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