+40.2%
CTSH vs EMB
+30.1%
+10.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | 0.0% | -2.7% | -2.7% |
| 7D | -0.6% | -0.1% | -0.5% | -0.5% |
| 30D | +13.4% | +1.3% | +12.1% | +11.9% |
| 3M | +14.4% | -2.2% | +16.7% | +17.3% |
| 6M | +27.7% | -2.3% | +30.1% | +30.8% |
| YTD | -20.6% | -0.6% | -20.0% | -20.3% |
| 1Y | -9.1% | +0.5% | -9.6% | -9.9% |
| 3Y | +3.1% | +29.4% | -26.3% | -22.4% |
| 5Y | -11.8% | +6.5% | -18.3% | -16.5% |
| All | +40.2% | +30.1% | +10.1% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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