+242.0%
COF vs SHW
+288.7%
-46.7%
-60.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | -0.5% |
| 7D | -5.1% | -3.1% | -2.0% | -3.3% |
| 30D | -6.0% | -10.0% | +4.0% | +0.1% |
| 3M | +14.8% | +2.3% | +12.6% | +12.8% |
| 6M | +15.3% | +0.7% | +14.7% | +14.0% |
| YTD | -13.0% | +0.5% | -13.5% | -14.4% |
| 1Y | -5.7% | -11.5% | +5.8% | -0.1% |
| 3Y | +118.1% | +21.3% | +96.8% | +86.0% |
| 5Y | +46.2% | +12.5% | +33.7% | +26.2% |
| All | +242.0% | +288.7% | -46.7% | +51.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling