+18.7%
CTSH vs SHEL
+211.3%
-192.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | +0.1% |
| 7D | -9.8% | +3.9% | -13.7% | -10.9% |
| 30D | +0.1% | +7.0% | -6.9% | -2.1% |
| 3M | +13.2% | +12.5% | +0.7% | +9.0% |
| 6M | -6.2% | +14.8% | -21.0% | -10.5% |
| YTD | -28.5% | +34.2% | -62.6% | -35.3% |
| 1Y | -13.8% | +37.0% | -50.8% | -22.7% |
| 3Y | -13.7% | +70.9% | -84.6% | -28.8% |
| 5Y | -16.7% | +192.5% | -209.2% | -44.2% |
| All | +18.7% | +211.3% | -192.6% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded SHEL 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling