+34.8%
CTSH vs SHW
+339.2%
-304.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.1% | +1.9% | -4.1% | -3.0% |
| 30D | +1.4% | +8.1% | -6.7% | -2.3% |
| 3M | +7.5% | -2.8% | +10.2% | +8.5% |
| 6M | +39.6% | +15.0% | +24.5% | +29.7% |
| YTD | -22.3% | +9.0% | -31.3% | -26.8% |
| 1Y | -12.0% | +4.5% | -16.4% | -15.4% |
| 3Y | +1.8% | +41.9% | -40.0% | -16.6% |
| 5Y | -15.8% | +10.7% | -26.6% | -24.0% |
| All | +34.8% | +339.2% | -304.4% | -23.9% |
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