+34,247.0%
CTSH vs EMR
+925.7%
+33,321.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +1.7% | -5.3% | -4.5% |
| 7D | -2.7% | -1.5% | -1.2% | -2.0% |
| 30D | +12.4% | -5.6% | +18.0% | +15.5% |
| 3M | +17.4% | +7.9% | +9.4% | +10.9% |
| 6M | -3.1% | +6.0% | -9.1% | -8.8% |
| YTD | -23.6% | +16.4% | -40.0% | -32.1% |
| 1Y | -10.8% | +16.6% | -27.4% | -21.2% |
| 3Y | -8.3% | +62.9% | -71.2% | -35.1% |
| 5Y | -11.3% | +60.1% | -71.4% | -37.6% |
| 10Y | +22.6% | +268.8% | -246.1% | -51.2% |
| All | +34,247.0% | +925.7% | +33,321.3% | +7,770.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling