+132.3%
EEM vs CTSH
+18.6%
+113.7%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.9% | +2.4% | +0.3% |
| 7D | +2.0% | -8.2% | +10.2% | +4.5% |
| 30D | +5.1% | +0.4% | +4.7% | +4.7% |
| 3M | +4.6% | +10.6% | -6.0% | +0.1% |
| 6M | +17.8% | -8.8% | +26.6% | +19.7% |
| YTD | +25.8% | -28.6% | +54.4% | +38.5% |
| 1Y | +36.4% | -15.9% | +52.3% | +40.6% |
| 3Y | +90.0% | -13.9% | +103.9% | +91.2% |
| 5Y | +46.6% | -17.1% | +63.7% | +46.4% |
| 10Y | +132.3% | +21.0% | +111.2% | +98.8% |
| All | +132.3% | +18.6% | +113.7% | +98.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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