+21.0%
CTSH vs EMR
+266.1%
-245.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.2% | -1.7% | -2.4% |
| 7D | -8.2% | +0.9% | -9.1% | -8.6% |
| 30D | +0.4% | -5.0% | +5.3% | +2.4% |
| 3M | +10.6% | +5.9% | +4.7% | +6.6% |
| 6M | -8.8% | +7.3% | -16.1% | -13.6% |
| YTD | -28.6% | +14.6% | -43.2% | -34.7% |
| 1Y | -15.9% | +15.6% | -31.6% | -23.7% |
| 3Y | -13.9% | +60.2% | -74.0% | -35.1% |
| 5Y | -17.1% | +65.8% | -82.9% | -39.4% |
| 10Y | +21.0% | +277.4% | -256.4% | -34.0% |
| All | +21.0% | +266.1% | -245.1% | -34.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EMR.
Daily Out/Under-Performance
Portfolio return minus EMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMR 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 EMR 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