+111.2%
CEG vs SHW
+37.8%
+73.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | -1.4% | +5.7% | +4.6% |
| 7D | -4.7% | +3.5% | -8.2% | -5.9% |
| 30D | -16.6% | +9.2% | -25.8% | -19.0% |
| 3M | -4.1% | -5.1% | +1.0% | -3.0% |
| 6M | -22.3% | +6.8% | -29.2% | -24.6% |
| YTD | -28.9% | +7.0% | -35.9% | -31.4% |
| 1Y | -28.5% | +4.1% | -32.6% | -30.4% |
| All | +111.2% | +37.8% | +73.4% | +69.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling