-34.0%
CCL vs SHW
+339.2%
-373.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.2% |
| 7D | -1.2% | +1.9% | -3.1% | -2.4% |
| 30D | +13.1% | +8.1% | +5.1% | +7.1% |
| 3M | +3.4% | -2.8% | +6.2% | +5.3% |
| 6M | +18.7% | +15.0% | +3.7% | +7.5% |
| YTD | -2.3% | +9.0% | -11.3% | -7.5% |
| 1Y | +14.2% | +4.5% | +9.7% | +11.1% |
| 3Y | +133.6% | +41.9% | +91.7% | +84.8% |
| 5Y | +33.5% | +10.7% | +22.8% | +20.2% |
| All | -34.0% | +339.2% | -373.3% | -72.0% |
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