-29.4%
CCL vs SHW
+352.3%
-381.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | +0.3% |
| 7D | +5.8% | +4.2% | +1.6% | +2.9% |
| 30D | +17.3% | +11.3% | +6.0% | +8.7% |
| 3M | +11.3% | -1.8% | +13.1% | +12.6% |
| 6M | +18.5% | +12.7% | +5.7% | +8.8% |
| YTD | +2.8% | +10.4% | -7.7% | -3.7% |
| 1Y | +16.7% | +4.7% | +12.0% | +13.4% |
| 3Y | +146.0% | +42.7% | +103.3% | +93.7% |
| 5Y | +33.6% | +14.5% | +19.1% | +17.7% |
| 10Y | -29.4% | +340.7% | -370.2% | -70.2% |
| All | -29.4% | +352.3% | -381.8% | -70.2% |
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 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