+34,247.0%
CTSH vs SHW
+4,859.7%
+29,387.3%
-71.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | +0.4% | -4.0% | -3.8% |
| 7D | -2.7% | -3.2% | +0.5% | -1.4% |
| 30D | +12.4% | -9.5% | +21.9% | +17.1% |
| 3M | +17.4% | +11.5% | +5.9% | +11.5% |
| 6M | -3.1% | -3.5% | +0.5% | -2.8% |
| YTD | -23.6% | +3.7% | -27.3% | -25.9% |
| 1Y | -10.8% | -7.9% | -2.9% | -9.4% |
| 3Y | -8.3% | +24.7% | -33.0% | -18.8% |
| 5Y | -11.3% | +13.6% | -24.9% | -20.3% |
| 10Y | +22.6% | +283.0% | -260.3% | -35.2% |
| All | +34,247.0% | +4,859.7% | +29,387.3% | +6,864.4% |
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