-32.5%
CBRS vs SHW
+8.4%
-40.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.3% | +0.4% | +9.9% | +10.4% |
| 7D | +17.3% | -3.2% | +20.5% | +16.1% |
| 30D | -2.0% | -9.5% | +7.5% | -4.8% |
| 3M | -2.5% | +11.5% | -13.9% | +8.9% |
| All | -32.5% | +8.4% | -40.9% | -26.2% |
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 1y: 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…
1y analysis · Full analysis span regression · Available span rolling