-13.7%
CTSH vs SHAK
-5.6%
-8.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | -9.8% | -11.0% | +1.2% | -8.0% |
| 30D | +0.1% | -14.0% | +14.1% | +2.6% |
| 3M | +13.2% | +13.3% | 0.0% | +10.5% |
| 6M | -6.2% | -35.3% | +29.1% | -1.3% |
| YTD | -28.5% | -24.0% | -4.5% | -26.9% |
| 1Y | -13.8% | -36.7% | +22.9% | -9.4% |
| All | -13.7% | -5.6% | -8.1% | -21.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling