-12.1%
CTSH vs EMB
+6.0%
-18.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +12.1% |
| 3M | +14.4% | -2.7% | +17.2% | +17.4% |
| 6M | +27.7% | -2.8% | +30.5% | +31.0% |
| YTD | -20.6% | -1.1% | -19.5% | -20.0% |
| 1Y | -9.1% | 0.0% | -9.1% | -9.4% |
| 3Y | +3.1% | +28.8% | -25.7% | -19.1% |
| All | -12.1% | +6.0% | -18.1% | -14.7% |
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