+4,070.3%
CTSH vs VALE
+2,275.1%
+1,795.3%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.3% | -3.3% | -3.5% |
| 7D | -2.7% | +1.6% | -4.3% | -3.2% |
| 30D | +12.4% | +5.1% | +7.2% | +10.6% |
| 3M | +17.4% | -0.4% | +17.8% | +16.9% |
| 6M | -3.1% | -2.2% | -0.9% | -3.6% |
| YTD | -23.6% | +20.5% | -44.1% | -29.1% |
| 1Y | -10.8% | +61.2% | -72.0% | -24.2% |
| 3Y | -8.3% | +43.1% | -51.4% | -20.9% |
| 5Y | -11.3% | +34.0% | -45.3% | -25.7% |
| 10Y | +22.6% | +469.7% | -447.1% | -42.7% |
| All | +4,070.3% | +2,275.1% | +1,795.3% | +1,002.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling