+34,958.1%
CTSH vs EMR
+1,037.8%
+33,920.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.4% | -6.1% | -4.1% |
| 7D | -2.3% | +2.1% | -4.4% | -3.6% |
| 30D | +7.4% | +4.8% | +2.7% | +4.2% |
| 3M | +10.9% | +7.5% | +3.5% | +5.5% |
| 6M | +24.7% | +20.9% | +3.8% | +9.7% |
| YTD | -22.0% | +29.2% | -51.2% | -35.0% |
| 1Y | -11.2% | +33.0% | -44.1% | -27.2% |
| 3Y | +3.9% | +109.8% | -105.9% | -36.5% |
| 5Y | -13.9% | +91.9% | -105.9% | -45.5% |
| 10Y | +37.8% | +301.5% | -263.7% | -47.7% |
| All | +34,958.1% | +1,037.8% | +33,920.3% | +7,434.5% |
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