+35,575.5%
CTSH vs EMR
+989.7%
+34,585.8%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.2% | -2.6% | -2.7% |
| 7D | -0.6% | -1.6% | +1.0% | +0.1% |
| 30D | +13.4% | +2.0% | +11.4% | +11.6% |
| 3M | +14.4% | +3.8% | +10.6% | +11.0% |
| 6M | +27.7% | +10.5% | +17.2% | +17.9% |
| YTD | -20.6% | +23.7% | -44.3% | -32.2% |
| 1Y | -9.1% | +25.4% | -34.5% | -23.1% |
| 3Y | +3.1% | +86.6% | -83.5% | -32.8% |
| 5Y | -11.8% | +83.0% | -94.8% | -42.6% |
| 10Y | +42.7% | +319.5% | -276.8% | -47.4% |
| All | +35,575.5% | +989.7% | +34,585.8% | +7,754.7% |
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