-16.7%
CTSH vs SHAK
-27.4%
+10.7%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.1% | +2.3% | +0.6% |
| 7D | -9.8% | -11.0% | +1.2% | -7.6% |
| 30D | +0.1% | -14.0% | +14.1% | +3.1% |
| 3M | +13.2% | +13.3% | 0.0% | +9.9% |
| 6M | -6.2% | -35.3% | +29.1% | +0.1% |
| YTD | -28.5% | -24.0% | -4.5% | -26.4% |
| 1Y | -13.8% | -36.7% | +22.9% | -8.1% |
| 3Y | -13.7% | -5.4% | -8.3% | -20.8% |
| 5Y | -16.7% | -24.9% | +8.2% | -24.5% |
| All | -16.7% | -27.4% | +10.7% | -24.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling