+639.5%
CEG vs SHW
+13.7%
+625.8%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.4% | +4.4% | +4.7% |
| 7D | +8.0% | -3.2% | +11.3% | +9.1% |
| 30D | +12.9% | -9.5% | +22.5% | +16.5% |
| 3M | +13.2% | +11.5% | +1.7% | +8.5% |
| 6M | -7.0% | -3.5% | -3.4% | -6.6% |
| YTD | -15.0% | +3.7% | -18.7% | -16.7% |
| 1Y | -2.7% | -7.9% | +5.2% | -1.4% |
| 3Y | +184.1% | +24.7% | +159.4% | +156.8% |
| All | +639.5% | +13.7% | +625.8% | +545.8% |
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