-9.9%
CTSH vs SHEL
+32.1%
-42.0%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.6% | -1.5% | -0.9% |
| 7D | -2.1% | -3.9% | +1.9% | -1.8% |
| 30D | +8.0% | -3.7% | +11.6% | +8.2% |
| 3M | +10.6% | +9.1% | +1.5% | +9.7% |
| 6M | +32.5% | +16.7% | +15.8% | +29.4% |
| YTD | -21.0% | +36.8% | -57.8% | -18.4% |
| 1Y | -9.9% | +31.8% | -41.7% | -6.3% |
| All | -9.9% | +32.1% | -42.0% | -6.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling