-5.6%
SHOP vs CTSH
-11.4%
+5.8%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +2.6% |
| 7D | -5.1% | -2.7% | -2.4% | -2.9% |
| 30D | +0.6% | +12.4% | -11.8% | -9.3% |
| 3M | +25.0% | +17.4% | +7.7% | +5.7% |
| 6M | +11.9% | -3.1% | +15.0% | +13.5% |
| YTD | -9.9% | -23.6% | +13.7% | +14.8% |
| 1Y | 0.0% | -10.8% | +10.8% | +7.8% |
| 3Y | +117.5% | -8.3% | +125.8% | +125.5% |
| All | -5.6% | -11.4% | +5.8% | +12.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling