-5.1%
COF vs SHW
+7.3%
-12.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +6.6% | -7.8% | -3.9% |
| 7D | +0.7% | +13.3% | -12.6% | -4.9% |
| 30D | +5.7% | +14.1% | -8.4% | -0.7% |
| 3M | -6.7% | +0.8% | -7.5% | -7.1% |
| 6M | +9.5% | +17.6% | -8.2% | +1.1% |
| YTD | -13.9% | +13.0% | -26.9% | -22.1% |
| 1Y | -5.1% | +7.0% | -12.0% | -10.4% |
| All | -5.1% | +7.3% | -12.3% | -10.4% |
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