-1.8%
CEG vs SHW
-12.7%
+11.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.7% | 0.0% | -1.4% |
| 7D | +1.3% | -3.2% | +4.5% | +2.0% |
| 30D | +8.8% | -11.4% | +20.2% | +11.6% |
| 3M | +17.0% | +3.5% | +13.5% | +15.0% |
| 6M | -8.7% | -3.4% | -5.4% | -10.1% |
| YTD | -16.4% | -0.3% | -16.1% | -17.3% |
| 1Y | -1.8% | -10.4% | +8.7% | -6.7% |
| All | -1.8% | -12.7% | +11.0% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling