+21.0%
CTSH vs AEM
+349.9%
-328.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.4% | -3.2% | -2.9% |
| 7D | -8.2% | +3.0% | -11.2% | -8.4% |
| 30D | +0.4% | +12.5% | -12.1% | -0.6% |
| 3M | +10.6% | +26.9% | -16.4% | +8.4% |
| 6M | -8.8% | -9.4% | +0.6% | -8.3% |
| YTD | -28.6% | +20.3% | -48.9% | -30.3% |
| 1Y | -15.9% | +33.8% | -49.7% | -19.0% |
| 3Y | -13.9% | +349.8% | -363.7% | -28.0% |
| 5Y | -17.1% | +301.0% | -318.1% | -30.7% |
| 10Y | +21.0% | +376.1% | -355.0% | -2.9% |
| All | +21.0% | +349.9% | -328.9% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling