+18.5%
CTSH vs EME
+1,312.7%
-1,294.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -2.4% | -0.4% | -2.3% |
| 7D | -8.2% | +2.7% | -10.9% | -8.8% |
| 30D | +0.4% | -6.8% | +7.2% | +1.8% |
| 3M | +10.6% | -8.8% | +19.4% | +11.2% |
| 6M | -8.8% | +5.0% | -13.8% | -13.0% |
| YTD | -28.6% | +23.5% | -52.1% | -35.9% |
| 1Y | -15.9% | +21.3% | -37.2% | -25.3% |
| 3Y | -13.9% | +241.1% | -254.9% | -50.5% |
| 5Y | -17.1% | +549.2% | -566.2% | -64.1% |
| All | +18.5% | +1,312.7% | -1,294.2% | -61.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling