+854.3%
EEM vs CTSH
+2,900.3%
-2,046.0%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -3.6% | +5.4% | +3.3% |
| 7D | +2.3% | -2.7% | +5.0% | +3.4% |
| 30D | +4.5% | +12.4% | -7.8% | -0.8% |
| 3M | -0.1% | +17.4% | -17.4% | -9.1% |
| 6M | +16.9% | -3.1% | +20.0% | +14.5% |
| YTD | +26.2% | -23.6% | +49.8% | +35.8% |
| 1Y | +40.5% | -10.8% | +51.3% | +40.2% |
| 3Y | +86.2% | -8.3% | +94.5% | +80.2% |
| 5Y | +45.5% | -11.3% | +56.8% | +38.6% |
| 10Y | +128.6% | +22.6% | +106.0% | +74.3% |
| All | +854.3% | +2,900.3% | -2,046.0% | +124.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling