+47.0%
EEM vs CTSH
-14.2%
+61.2%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.8% | +4.0% | +0.9% |
| 7D | +3.1% | -5.5% | +8.6% | +4.1% |
| 30D | +4.9% | +4.5% | +0.3% | +3.9% |
| 3M | +5.2% | +13.7% | -8.5% | +2.6% |
| 6M | +20.7% | -8.4% | +29.1% | +24.5% |
| YTD | +26.5% | -26.5% | +53.0% | +38.6% |
| 1Y | +37.8% | -13.9% | +51.8% | +42.9% |
| 3Y | +91.0% | -11.3% | +102.3% | +93.4% |
| 5Y | +47.0% | -14.8% | +61.9% | +48.8% |
| All | +47.0% | -14.2% | +61.2% | +48.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling