+35,575.5%
CTSH vs SHW
+5,014.1%
+30,561.4%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.4% | -1.3% | -2.1% |
| 7D | -0.6% | +3.5% | -4.1% | -2.2% |
| 30D | +13.4% | +9.2% | +4.2% | +9.2% |
| 3M | +14.4% | -5.1% | +19.5% | +16.7% |
| 6M | +27.7% | +6.8% | +20.9% | +23.2% |
| YTD | -20.6% | +7.0% | -27.6% | -24.2% |
| 1Y | -9.1% | +4.1% | -13.2% | -12.2% |
| 3Y | +3.1% | +41.1% | -38.0% | -13.4% |
| 5Y | -11.8% | +12.9% | -24.6% | -20.5% |
| 10Y | +42.7% | +366.3% | -323.6% | -30.3% |
| All | +35,575.5% | +5,014.1% | +30,561.4% | +7,030.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling