+5,709.6%
COF vs SHW
+9,825.2%
-4,115.6%
-90.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.3% | -0.3% | -1.2% |
| 7D | +1.2% | -1.2% | +2.4% | +2.0% |
| 30D | -1.4% | -11.6% | +10.2% | +5.9% |
| 3M | +19.0% | +9.1% | +9.9% | +12.6% |
| 6M | +14.9% | -0.7% | +15.5% | +14.5% |
| YTD | -10.7% | +1.4% | -12.0% | -12.4% |
| 1Y | -1.3% | -12.3% | +11.0% | +4.9% |
| 3Y | +124.3% | +23.4% | +100.9% | +91.4% |
| 5Y | +51.1% | +15.0% | +36.1% | +30.3% |
| 10Y | +252.4% | +278.3% | -25.9% | +47.1% |
| All | +5,709.6% | +9,825.2% | -4,115.6% | +353.3% |
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