-8.3%
SHOP vs CTSH
-14.6%
+6.3%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -3.8% | -3.7% | -5.4% |
| 7D | -4.1% | -5.5% | +1.4% | -1.0% |
| 30D | -11.5% | +4.5% | -16.0% | -13.5% |
| 3M | +21.1% | +13.7% | +7.3% | +12.0% |
| 6M | +3.0% | -8.4% | +11.4% | +10.8% |
| YTD | -16.7% | -26.5% | +9.8% | +1.8% |
| 1Y | -8.3% | -13.9% | +5.6% | +4.6% |
| All | -8.3% | -14.6% | +6.3% | +4.6% |
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