-12.0%
CTSH vs SHW
+3.5%
-15.5%
-54.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -2.1% | +1.9% | -4.1% | -2.6% |
| 30D | +1.4% | +8.1% | -6.7% | -0.2% |
| 3M | +7.5% | -2.8% | +10.2% | +7.1% |
| 6M | +39.6% | +15.0% | +24.5% | +36.4% |
| YTD | -22.3% | +9.0% | -31.3% | -26.6% |
| 1Y | -12.0% | +4.5% | -16.4% | -13.9% |
| All | -12.0% | +3.5% | -15.5% | -13.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling