+34,247.0%
CTSH vs EME
+16,629.5%
+17,617.5%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.3% |
| 7D | -2.7% | +1.9% | -4.6% | -3.4% |
| 30D | +12.4% | -8.3% | +20.6% | +15.5% |
| 3M | +17.4% | -10.7% | +28.1% | +18.8% |
| 6M | -3.1% | +1.9% | -5.0% | -8.3% |
| YTD | -23.6% | +23.5% | -47.0% | -33.9% |
| 1Y | -10.8% | +18.0% | -28.8% | -22.8% |
| 3Y | -8.3% | +236.1% | -244.4% | -52.0% |
| 5Y | -11.3% | +527.9% | -539.2% | -65.3% |
| 10Y | +22.6% | +1,252.8% | -1,230.2% | -68.1% |
| All | +34,247.0% | +16,629.5% | +17,617.5% | +2,567.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling