+37.1%
CTSH vs SHEL
+207.9%
-170.8%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -1.1% |
| 7D | -2.1% | -3.9% | +1.9% | -0.8% |
| 30D | +8.0% | -3.7% | +11.6% | +9.1% |
| 3M | +10.6% | +9.1% | +1.5% | +7.3% |
| 6M | +32.5% | +16.7% | +15.8% | +25.9% |
| YTD | -21.0% | +36.8% | -57.8% | -29.2% |
| 1Y | -9.9% | +31.8% | -41.7% | -18.3% |
| 3Y | +3.1% | +67.9% | -64.8% | -14.3% |
| 5Y | -13.4% | +163.3% | -176.8% | -39.7% |
| 10Y | +37.1% | +210.7% | -173.5% | -5.3% |
| All | +37.1% | +207.9% | -170.8% | -5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling