-5.7%
COF vs SHW
-9.0%
+3.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.8% | -1.3% | -0.2% |
| 7D | -5.1% | -3.1% | -2.0% | -3.8% |
| 30D | -6.0% | -10.0% | +4.0% | -1.6% |
| 3M | +14.8% | +2.3% | +12.6% | +13.8% |
| 6M | +15.3% | +0.7% | +14.7% | +14.3% |
| YTD | -13.0% | +0.5% | -13.5% | -14.8% |
| 1Y | -5.7% | -11.5% | +5.8% | -9.6% |
| All | -5.7% | -9.0% | +3.3% | -9.6% |
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 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