+445.7%
CSX vs SHW
+365.4%
+80.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -4.0% | +1.6% | -0.4% |
| 7D | -2.7% | +5.7% | -8.4% | -5.5% |
| 30D | +7.0% | +8.7% | -1.7% | +2.4% |
| 3M | -0.3% | -5.4% | +5.1% | +2.0% |
| 6M | +13.5% | +12.2% | +1.3% | +5.6% |
| YTD | +41.5% | +8.5% | +33.0% | +33.3% |
| 1Y | +45.8% | +4.9% | +40.8% | +39.6% |
| 3Y | +74.4% | +42.8% | +31.5% | +38.5% |
| 5Y | +53.6% | +14.5% | +39.1% | +34.1% |
| All | +445.7% | +365.4% | +80.2% | +144.9% |
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