+741.3%
EEM vs CTSH
+3,029.8%
-2,288.4%
-66.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -1.7% |
| 7D | -0.9% | +1.8% | -2.7% | -1.8% |
| 30D | -9.3% | +9.8% | -19.1% | -13.5% |
| 3M | -7.1% | +12.1% | -19.2% | -13.1% |
| 6M | -10.4% | +27.4% | -37.8% | -23.0% |
| YTD | +11.3% | -20.3% | +31.6% | +15.8% |
| 1Y | +11.3% | -8.8% | +20.1% | +8.8% |
| 3Y | +69.6% | +4.0% | +65.6% | +53.0% |
| 5Y | +33.6% | -12.2% | +45.8% | +26.3% |
| 10Y | +114.1% | +38.7% | +75.4% | +53.2% |
| All | +741.3% | +3,029.8% | -2,288.4% | +91.5% |
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