+436.5%
CARR vs SHW
+159.9%
+276.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | +0.1% |
| 7D | +3.2% | -1.2% | +4.4% | +3.8% |
| 30D | -7.7% | -11.6% | +3.9% | -2.0% |
| 3M | -11.9% | +9.1% | -21.0% | -16.4% |
| 6M | +2.0% | -0.7% | +2.7% | +1.4% |
| YTD | +13.2% | +1.4% | +11.8% | +11.5% |
| 1Y | -8.5% | -12.3% | +3.8% | -3.4% |
| 3Y | +5.0% | +23.4% | -18.4% | -5.3% |
| 5Y | +12.0% | +15.0% | -3.0% | +0.9% |
| All | +436.5% | +159.9% | +276.6% | +361.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling