+421.5%
CARR vs SHW
+157.7%
+263.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.5% |
| 7D | -3.8% | -3.1% | -0.7% | -2.3% |
| 30D | -8.9% | -10.0% | +1.1% | -4.1% |
| 3M | -17.3% | +2.3% | -19.6% | -18.9% |
| 6M | -1.4% | +0.7% | -2.1% | -2.6% |
| YTD | +10.0% | +0.5% | +9.5% | +8.9% |
| 1Y | -6.4% | -11.5% | +5.1% | -1.5% |
| 3Y | +1.5% | +21.3% | -19.8% | -7.6% |
| 5Y | +9.3% | +12.5% | -3.2% | -0.8% |
| All | +421.5% | +157.7% | +263.8% | +350.3% |
Cumulative growth
Daily Returns
Daily percentage return beside SHW.
Daily Out/Under-Performance
Portfolio return minus SHW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHW 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 10y: compounded portfolio wealth divided by compounded SHW 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…
10y analysis · Full analysis span regression · 6 months rolling