+1,095.7%
CCL vs SHW
+22,149.5%
-21,053.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +4.0% | +0.1% | +2.1% |
| 7D | +3.1% | +1.6% | +1.5% | +2.4% |
| 30D | +17.5% | +12.1% | +5.4% | +10.9% |
| 3M | +6.8% | -3.0% | +9.8% | +8.5% |
| 6M | +18.7% | +13.5% | +5.2% | +11.4% |
| YTD | +3.0% | +11.2% | -8.2% | -1.8% |
| 1Y | +17.7% | +6.2% | +11.5% | +14.9% |
| 3Y | +155.6% | +45.6% | +110.0% | +113.5% |
| 5Y | +30.2% | +15.6% | +14.6% | +21.0% |
| 10Y | -28.5% | +356.5% | -384.9% | -65.3% |
| All | +1,095.7% | +22,149.5% | -21,053.8% | +7.9% |
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