+11.9%
SHOP vs CTSH
-1.6%
+13.5%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +1.2% |
| 7D | -5.1% | -2.7% | -2.4% | -3.9% |
| 30D | +0.6% | +12.4% | -11.8% | -4.7% |
| 3M | +25.0% | +17.4% | +7.7% | +15.6% |
| 6M | +11.9% | -3.1% | +15.0% | +18.9% |
| All | +11.9% | -1.6% | +13.5% | +18.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling