-17.1%
CTSH vs SHEL
+192.5%
-209.6%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +0.3% | -3.2% | -2.9% |
| 7D | -8.2% | +3.0% | -11.2% | -8.9% |
| 30D | +0.4% | +7.2% | -6.8% | -1.3% |
| 3M | +10.6% | +12.9% | -2.3% | +7.3% |
| 6M | -8.8% | +13.7% | -22.5% | -11.8% |
| YTD | -28.6% | +33.7% | -62.3% | -33.8% |
| 1Y | -15.9% | +37.9% | -53.8% | -22.7% |
| 3Y | -13.9% | +70.2% | -84.1% | -25.5% |
| 5Y | -17.1% | +192.3% | -209.4% | -37.8% |
| All | -17.1% | +192.5% | -209.6% | -37.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling