+34,813.6%
CTSH vs AEM
+4,216.0%
+30,597.6%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.7% | -0.6% |
| 7D | -2.1% | -6.8% | +4.7% | -1.8% |
| 30D | +1.4% | +0.8% | +0.6% | +1.3% |
| 3M | +7.5% | -0.8% | +8.3% | +7.3% |
| 6M | +39.6% | -8.5% | +48.1% | +39.8% |
| YTD | -22.3% | +5.9% | -28.3% | -23.0% |
| 1Y | -12.0% | +6.6% | -18.6% | -12.8% |
| 3Y | +1.8% | +302.2% | -300.4% | -7.0% |
| 5Y | -15.8% | +250.8% | -266.6% | -23.0% |
| 10Y | +34.8% | +406.1% | -371.2% | +19.7% |
| All | +34,813.6% | +4,216.0% | +30,597.6% | +23,728.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling