+30.2%
CCL vs SHW
+16.8%
+13.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.1% | +1.0% |
| 7D | +3.1% | +1.6% | +1.5% | +1.9% |
| 30D | +17.5% | +12.1% | +5.4% | +7.3% |
| 3M | +6.8% | -3.0% | +9.8% | +9.2% |
| 6M | +18.7% | +13.5% | +5.2% | +7.0% |
| YTD | +3.0% | +11.2% | -8.2% | -5.1% |
| 1Y | +17.7% | +6.2% | +11.5% | +12.2% |
| 3Y | +155.6% | +45.6% | +110.0% | +90.1% |
| 5Y | +30.2% | +15.6% | +14.6% | -14.5% |
| All | +30.2% | +16.8% | +13.4% | -14.5% |
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