+9.1%
CARR vs SHW
+9.4%
-0.3%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -1.0% | -1.3% | -1.7% |
| 7D | -4.1% | -4.5% | +0.3% | -1.6% |
| 30D | -11.0% | -12.7% | +1.7% | -3.8% |
| 3M | -16.4% | +4.7% | -21.1% | -19.6% |
| 6M | -2.4% | -3.4% | +1.1% | -1.5% |
| YTD | +8.4% | -1.3% | +9.8% | +8.0% |
| 1Y | -8.0% | -10.4% | +2.4% | -3.2% |
| 3Y | +0.6% | +20.1% | -19.5% | -10.9% |
| All | +9.1% | +9.4% | -0.3% | +2.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling