+8,659.4%
SHOP vs CTSH
+14.3%
+8,645.1%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CTSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | -2.7% | +6.3% | +5.4% |
| 7D | -5.4% | -0.6% | -4.8% | -5.0% |
| 30D | -10.3% | +13.4% | -23.7% | -18.7% |
| 3M | +1.0% | +14.4% | -13.4% | -9.8% |
| 6M | +41.2% | +27.7% | +13.5% | +14.4% |
| YTD | -7.5% | -20.6% | +13.1% | +4.5% |
| 1Y | -4.6% | -9.1% | +4.6% | -2.1% |
| 3Y | +146.4% | +3.1% | +143.3% | +133.1% |
| 5Y | -2.5% | -11.8% | +9.2% | +4.4% |
| 10Y | +3,703.6% | +42.7% | +3,660.9% | +3,024.8% |
| All | +8,659.4% | +14.3% | +8,645.1% | +7,492.0% |
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