+22.2%
CTSH vs SHAK
+87.2%
-65.0%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +3.2% | -0.3% | +2.2% |
| 7D | -3.7% | -8.3% | +4.6% | -1.9% |
| 30D | +3.7% | -12.6% | +16.3% | +6.7% |
| 3M | +17.9% | +9.1% | +8.8% | +15.2% |
| 6M | -2.6% | -31.2% | +28.6% | +3.0% |
| YTD | -26.4% | -21.6% | -4.8% | -24.5% |
| 1Y | -13.0% | -38.8% | +25.7% | -6.2% |
| 3Y | -11.2% | +0.6% | -11.8% | -18.9% |
| 5Y | -14.3% | -22.5% | +8.2% | -20.9% |
| All | +22.2% | +87.2% | -65.0% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK 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 SHAK 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