-4.3%
SHOP vs CTSH
-11.6%
+7.3%
-44.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.7% | +3.8% | +2.9% |
| 7D | -2.7% | -2.3% | -0.4% | -1.7% |
| 30D | -11.0% | +7.4% | -18.4% | -15.1% |
| 3M | +0.3% | +10.9% | -10.6% | -6.4% |
| 6M | +37.7% | +24.7% | +13.1% | +19.8% |
| YTD | -5.5% | -22.0% | +16.5% | +12.7% |
| All | -4.3% | -11.6% | +7.3% | +3.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CTSH.
Daily Out/Under-Performance
Portfolio return minus CTSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTSH 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 CTSH 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