+4,212.2%
CTSH vs VALE
+1,701.1%
+2,511.1%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -2.1% | +1.3% | -3.4% | -2.5% |
| 30D | +8.0% | -14.3% | +22.3% | +12.6% |
| 3M | +10.6% | -16.8% | +27.4% | +15.9% |
| 6M | +32.5% | -30.2% | +62.7% | +45.3% |
| YTD | -21.0% | -8.6% | -12.4% | -21.0% |
| 1Y | -9.9% | +1.6% | -11.5% | -12.8% |
| 3Y | +3.1% | +4.1% | -1.0% | -2.7% |
| 5Y | -13.4% | +38.7% | -52.1% | -28.6% |
| 10Y | +37.1% | +214.6% | -177.5% | -23.0% |
| All | +4,212.2% | +1,701.1% | +2,511.1% | +1,128.2% |
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 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