+18.7%
CTSH vs SHW
+281.7%
-262.9%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.0% | +1.2% | +0.6% |
| 7D | -9.8% | -4.5% | -5.3% | -7.9% |
| 30D | +0.1% | -12.7% | +12.8% | +6.2% |
| 3M | +13.2% | +4.7% | +8.5% | +10.3% |
| 6M | -6.2% | -3.4% | -2.8% | -6.0% |
| YTD | -28.5% | -1.3% | -27.1% | -29.3% |
| 1Y | -13.8% | -10.4% | -3.4% | -11.2% |
| 3Y | -13.7% | +20.1% | -33.8% | -23.4% |
| 5Y | -16.7% | +10.5% | -27.2% | -24.9% |
| All | +18.7% | +281.7% | -262.9% | -30.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 SHW 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