+35,040.8%
CTSH vs EME
+14,610.1%
+20,430.7%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.8% |
| 7D | -4.2% | +11.3% | -15.5% | -8.1% |
| 30D | +3.9% | -14.6% | +18.5% | +8.8% |
| 3M | +10.2% | -20.4% | +30.6% | +17.4% |
| 6M | +35.3% | -28.3% | +63.6% | +45.7% |
| YTD | -21.8% | +8.6% | -30.4% | -30.3% |
| 1Y | -12.1% | +3.2% | -15.4% | -20.3% |
| 3Y | +2.0% | +216.8% | -214.7% | -46.4% |
| 5Y | -15.3% | +417.5% | -432.8% | -64.7% |
| 10Y | +35.7% | +922.2% | -886.5% | -61.0% |
| All | +35,040.8% | +14,610.1% | +20,430.7% | +2,712.3% |
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 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