+18.7%
CTSH vs EME
+1,301.6%
-1,282.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.4% |
| 7D | -9.8% | +0.9% | -10.7% | -10.0% |
| 30D | +0.1% | -8.4% | +8.5% | +1.9% |
| 3M | +13.2% | -3.6% | +16.8% | +12.1% |
| 6M | -6.2% | +3.6% | -9.8% | -10.2% |
| YTD | -28.5% | +22.5% | -51.0% | -35.7% |
| 1Y | -13.8% | +18.2% | -32.0% | -22.7% |
| 3Y | -13.7% | +238.4% | -252.1% | -50.3% |
| 5Y | -16.7% | +550.5% | -567.2% | -64.0% |
| All | +18.7% | +1,301.6% | -1,282.8% | -61.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EME 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling