-41.7%
CCL vs SHW
+275.0%
-316.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.5% | -1.0% |
| 7D | -4.4% | -3.2% | -1.2% | -2.2% |
| 30D | -18.2% | -11.4% | -6.8% | -11.1% |
| 3M | -17.7% | +3.5% | -21.2% | -19.6% |
| 6M | -13.0% | -3.4% | -9.6% | -10.4% |
| YTD | -24.5% | -0.3% | -24.1% | -23.8% |
| 1Y | -26.9% | -10.4% | -16.5% | -21.2% |
| 3Y | +50.8% | +21.3% | +29.4% | +33.6% |
| 5Y | -0.9% | +12.9% | -13.8% | -10.9% |
| 10Y | -41.7% | +284.1% | -325.8% | -71.0% |
| All | -41.7% | +275.0% | -316.7% | -71.0% |
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 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