-11.3%
CTSH vs VALE
+53.3%
-64.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | +1.9% | -5.7% | -4.1% |
| 7D | -5.5% | +2.9% | -8.4% | -5.8% |
| 30D | +4.5% | +8.8% | -4.3% | +3.4% |
| 3M | +13.7% | +6.8% | +7.0% | +12.7% |
| 6M | -8.4% | +6.9% | -15.3% | -9.6% |
| YTD | -26.5% | +22.8% | -49.3% | -30.7% |
| 1Y | -13.9% | +61.3% | -75.2% | -24.1% |
| 3Y | -11.3% | +53.3% | -64.6% | -23.2% |
| All | -11.3% | +53.3% | -64.6% | -23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling