-11.3%
CTSH vs SHW
+23.8%
-35.1%
-56.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.8% | -2.3% | -1.6% | -3.1% |
| 7D | -5.5% | -1.2% | -4.3% | -5.1% |
| 30D | +4.5% | -11.6% | +16.1% | +8.9% |
| 3M | +13.7% | +9.1% | +4.6% | +9.7% |
| 6M | -8.4% | -0.7% | -7.7% | -9.0% |
| YTD | -26.5% | +1.4% | -27.9% | -28.1% |
| 1Y | -13.9% | -12.3% | -1.7% | -10.2% |
| 3Y | -11.3% | +23.4% | -34.7% | -21.0% |
| All | -11.3% | +23.8% | -35.1% | -21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling