-12.0%
CTSH vs EME
+3.0%
-14.9%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.8% |
| 7D | -2.1% | +8.4% | -10.5% | +1.2% |
| 30D | +1.4% | -11.5% | +12.9% | -2.6% |
| 3M | +7.5% | -20.6% | +28.1% | -0.4% |
| 6M | +39.6% | -28.5% | +68.1% | +27.7% |
| YTD | -22.3% | +8.0% | -30.3% | -23.9% |
| 1Y | -12.0% | +6.8% | -18.7% | -13.6% |
| All | -12.0% | +3.0% | -14.9% | -13.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling