-14.8%
CTSH vs EMB
+7.3%
-22.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -0.1% | -3.7% | -3.7% |
| 7D | -5.5% | +0.3% | -5.8% | -5.7% |
| 30D | +4.5% | -0.5% | +5.0% | +5.0% |
| 3M | +13.7% | +0.3% | +13.4% | +13.2% |
| 6M | -8.4% | +1.2% | -9.6% | -9.6% |
| YTD | -26.5% | +1.5% | -28.0% | -27.7% |
| 1Y | -13.9% | +4.8% | -18.7% | -18.0% |
| 3Y | -11.3% | +30.4% | -41.7% | -31.0% |
| 5Y | -14.8% | +7.3% | -22.1% | -24.3% |
| All | -14.8% | +7.3% | -22.2% | -24.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling