+346.0%
CTSH vs EMB
+126.0%
+220.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +12.2% |
| 3M | +14.4% | -2.7% | +17.2% | +17.1% |
| 6M | +27.7% | -2.8% | +30.5% | +30.7% |
| YTD | -20.6% | -1.1% | -19.5% | -20.0% |
| 1Y | -9.1% | 0.0% | -9.1% | -9.3% |
| 3Y | +3.1% | +28.8% | -25.7% | -16.8% |
| 5Y | -11.8% | +6.0% | -17.7% | -16.4% |
| 10Y | +42.7% | +29.1% | +13.6% | +18.2% |
| All | +346.0% | +126.0% | +220.0% | +176.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling