-2.9%
SHOP vs CTSH
-11.9%
+9.0%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +5.8% |
| 7D | -5.4% | -0.6% | -4.8% | -5.0% |
| 30D | -10.3% | +13.4% | -23.7% | -20.8% |
| 3M | +1.0% | +14.4% | -13.4% | -12.6% |
| 6M | +41.2% | +27.7% | +13.5% | +7.4% |
| YTD | -7.5% | -20.6% | +13.1% | +11.4% |
| 1Y | -4.6% | -9.1% | +4.6% | -0.2% |
| 3Y | +146.4% | +3.1% | +143.3% | +120.7% |
| All | -2.9% | -11.9% | +9.0% | +9.7% |
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