+20.8%
COP vs SHW
+23.8%
-3.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.5% |
| 7D | -0.8% | -1.2% | +0.3% | -0.9% |
| 30D | +15.6% | -11.6% | +27.2% | +14.9% |
| 3M | +14.3% | +9.1% | +5.2% | +13.9% |
| 6M | +17.0% | -0.7% | +17.6% | +17.1% |
| YTD | +47.4% | +1.4% | +46.1% | +47.1% |
| 1Y | +52.4% | -12.3% | +64.7% | +55.2% |
| 3Y | +20.8% | +23.4% | -2.5% | +18.0% |
| All | +20.8% | +23.8% | -3.0% | +18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling