-11.3%
CTSH vs AEM
+349.6%
-360.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -1.4% | -2.4% | -3.8% |
| 7D | -5.5% | +4.3% | -9.8% | -5.6% |
| 30D | +4.5% | +13.1% | -8.6% | +4.4% |
| 3M | +13.7% | +24.8% | -11.0% | +13.8% |
| 6M | -8.4% | -8.2% | -0.2% | -7.9% |
| YTD | -26.5% | +19.8% | -46.3% | -27.0% |
| 1Y | -13.9% | +32.1% | -46.0% | -15.3% |
| 3Y | -11.3% | +348.2% | -359.5% | -27.7% |
| All | -11.3% | +349.6% | -360.9% | -27.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling