+761.8%
EEM vs CTSH
+3,002.3%
-2,240.6%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.8% |
| 7D | +0.7% | -2.1% | +2.7% | +1.4% |
| 30D | -6.2% | +8.0% | -14.2% | -9.9% |
| 3M | -5.2% | +10.6% | -15.8% | -10.8% |
| 6M | -8.1% | +32.5% | -40.7% | -22.4% |
| YTD | +14.0% | -21.0% | +35.0% | +19.1% |
| 1Y | +13.8% | -9.9% | +23.7% | +11.9% |
| 3Y | +73.7% | +3.1% | +70.6% | +57.3% |
| 5Y | +34.6% | -13.4% | +48.0% | +28.0% |
| 10Y | +123.6% | +37.1% | +86.4% | +60.7% |
| All | +761.8% | +3,002.3% | -2,240.6% | +96.8% |
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 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