-10.9%
CTSH vs AEM
+295.5%
-306.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.2% | -2.4% | -3.5% |
| 7D | -2.7% | -0.5% | -2.2% | -2.7% |
| 30D | +12.4% | +24.0% | -11.7% | +10.7% |
| 3M | +17.4% | +16.1% | +1.3% | +16.2% |
| 6M | -3.1% | -11.6% | +8.5% | -2.1% |
| YTD | -23.6% | +21.5% | -45.1% | -25.4% |
| 1Y | -10.8% | +39.2% | -50.0% | -14.8% |
| 3Y | -8.3% | +347.4% | -355.7% | -27.5% |
| All | -10.9% | +295.5% | -306.4% | -30.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling