+32.2%
CTSH vs SHAK
+47.7%
-15.5%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.1% | -3.7% | -3.6% |
| 7D | -2.7% | -0.7% | -2.0% | -2.6% |
| 30D | +12.4% | -6.6% | +19.0% | +13.7% |
| 3M | +17.4% | +30.1% | -12.7% | +11.1% |
| 6M | -3.1% | -28.7% | +25.7% | +1.2% |
| YTD | -23.6% | -14.5% | -9.1% | -23.1% |
| 1Y | -10.8% | -31.9% | +21.0% | -6.5% |
| 3Y | -8.3% | -1.0% | -7.3% | -14.4% |
| 5Y | -11.3% | -18.7% | +7.4% | -17.6% |
| 10Y | +22.6% | +98.1% | -75.5% | -9.4% |
| All | +32.2% | +47.7% | -15.5% | +1.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling