-13.9%
CTSH vs VALE
+48.9%
-62.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.3% | -5.0% | -2.2% |
| 7D | -2.3% | +5.6% | -7.8% | -3.0% |
| 30D | +7.4% | -12.1% | +19.5% | +9.1% |
| 3M | +10.9% | -16.3% | +27.2% | +13.2% |
| 6M | +24.7% | -26.0% | +50.6% | +29.4% |
| YTD | -22.0% | -5.5% | -16.5% | -23.2% |
| 1Y | -11.2% | +6.7% | -17.8% | -14.6% |
| 3Y | +3.9% | +10.2% | -6.3% | -2.5% |
| 5Y | -13.9% | +49.7% | -63.7% | -24.4% |
| All | -13.9% | +48.9% | -62.8% | -24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling