+45.4%
COF vs SHW
+11.7%
+33.6%
-49.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.3% |
| 7D | -6.1% | -4.5% | -1.6% | -3.9% |
| 30D | -5.2% | -12.7% | +7.5% | +1.5% |
| 3M | +17.0% | +4.7% | +12.3% | +14.0% |
| 6M | +12.9% | -3.4% | +16.3% | +14.3% |
| YTD | -13.5% | -1.3% | -12.2% | -13.8% |
| 1Y | -5.9% | -10.4% | +4.5% | -1.7% |
| 3Y | +117.1% | +20.1% | +97.0% | +92.3% |
| 5Y | +45.4% | +10.5% | +34.9% | +19.2% |
| All | +45.4% | +11.7% | +33.6% | +19.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling