+34,247.0%
CTSH vs SHEL
+523.6%
+33,723.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.7% | -4.3% | -3.9% |
| 7D | -2.7% | +2.2% | -4.9% | -3.7% |
| 30D | +12.4% | +6.8% | +5.5% | +9.0% |
| 3M | +17.4% | +8.1% | +9.3% | +13.2% |
| 6M | -3.1% | +14.4% | -17.5% | -9.2% |
| YTD | -23.6% | +30.0% | -53.5% | -32.8% |
| 1Y | -10.8% | +33.3% | -44.2% | -22.7% |
| 3Y | -8.3% | +66.4% | -74.7% | -29.3% |
| 5Y | -11.3% | +178.6% | -189.9% | -48.4% |
| 10Y | +22.6% | +198.4% | -175.8% | -38.3% |
| All | +34,247.0% | +523.6% | +33,723.4% | +9,331.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling