-7.7%
CTSH vs EMR
+63.5%
-71.2%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.0% |
| 7D | -2.7% | -1.5% | -1.2% | -2.3% |
| 30D | +12.4% | -5.6% | +18.0% | +13.9% |
| 3M | +17.4% | +7.9% | +9.4% | +14.0% |
| 6M | -3.1% | +6.0% | -9.1% | -5.7% |
| YTD | -23.6% | +16.4% | -40.0% | -28.3% |
| 1Y | -10.8% | +16.6% | -27.4% | -16.7% |
| All | -7.7% | +63.5% | -71.2% | -23.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling