+8,434.7%
SHOP vs CTSH
+10.0%
+8,424.7%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | +1.9% |
| 7D | -5.1% | -2.7% | -2.4% | -3.3% |
| 30D | +0.6% | +12.4% | -11.8% | -7.3% |
| 3M | +25.0% | +17.4% | +7.7% | +9.6% |
| 6M | +11.9% | -3.1% | +15.0% | +12.1% |
| YTD | -9.9% | -23.6% | +13.7% | +6.5% |
| 1Y | 0.0% | -10.8% | +10.8% | +5.5% |
| 3Y | +117.5% | -8.3% | +125.8% | +126.9% |
| 5Y | -6.6% | -11.3% | +4.7% | +2.2% |
| 10Y | +3,320.3% | +22.6% | +3,297.7% | +2,977.2% |
| All | +8,434.7% | +10.0% | +8,424.7% | +7,635.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling