+37.8%
CTSH vs SHW
+371.2%
-333.4%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +4.0% | -5.7% | -3.5% |
| 7D | -2.3% | +1.6% | -3.9% | -3.2% |
| 30D | +7.4% | +12.1% | -4.6% | +1.9% |
| 3M | +10.9% | -3.0% | +13.9% | +12.1% |
| 6M | +24.7% | +13.5% | +11.1% | +16.6% |
| YTD | -22.0% | +11.2% | -33.2% | -27.1% |
| 1Y | -11.2% | +6.2% | -17.4% | -15.2% |
| 3Y | +3.9% | +45.6% | -41.8% | -15.9% |
| 5Y | -13.9% | +15.6% | -29.5% | -23.8% |
| 10Y | +37.8% | +356.5% | -318.7% | -24.1% |
| All | +37.8% | +371.2% | -333.4% | -24.1% |
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