+34.8%
CTSH vs EME
+905.2%
-870.3%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | -2.1% | +8.4% | -10.5% | -3.9% |
| 30D | +1.4% | -11.5% | +12.9% | +3.5% |
| 3M | +7.5% | -20.6% | +28.1% | +11.9% |
| 6M | +39.6% | -28.5% | +68.1% | +47.5% |
| YTD | -22.3% | +8.0% | -30.3% | -28.9% |
| 1Y | -12.0% | +6.8% | -18.7% | -19.3% |
| 3Y | +1.8% | +213.9% | -212.1% | -41.9% |
| 5Y | -15.8% | +414.8% | -430.6% | -61.7% |
| All | +34.8% | +905.2% | -870.3% | -54.3% |
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