+807.8%
CCL vs SHW
+20,643.9%
-19,836.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | -0.1% |
| 7D | -5.0% | -3.2% | -1.8% | -3.4% |
| 30D | -20.3% | -9.5% | -10.8% | -16.1% |
| 3M | -15.1% | +11.5% | -26.6% | -19.6% |
| 6M | -15.1% | -3.5% | -11.6% | -12.9% |
| YTD | -21.8% | +3.7% | -25.5% | -22.6% |
| 1Y | -24.8% | -7.9% | -16.9% | -21.3% |
| 3Y | +51.9% | +24.7% | +27.2% | +37.5% |
| 5Y | +4.0% | +13.6% | -9.5% | -2.4% |
| 10Y | -42.2% | +283.0% | -325.2% | -69.6% |
| All | +807.8% | +20,643.9% | -19,836.1% | -15.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling