+3.5%
CCL vs SHW
+14.2%
-10.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.3% | +1.0% | +0.5% |
| 7D | -0.1% | -1.2% | +1.0% | +0.8% |
| 30D | -20.0% | -11.6% | -8.4% | -11.9% |
| 3M | -13.7% | +9.1% | -22.8% | -19.4% |
| 6M | -9.0% | -0.7% | -8.4% | -8.1% |
| YTD | -22.8% | +1.4% | -24.2% | -23.2% |
| 1Y | -25.3% | -12.3% | -13.0% | -17.8% |
| 3Y | +54.1% | +23.4% | +30.7% | +31.4% |
| 5Y | +3.5% | +15.0% | -11.5% | -21.8% |
| All | +3.5% | +14.2% | -10.8% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling