+72.2%
CSX vs SHW
+25.2%
+47.0%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.4% | +0.7% |
| 7D | -3.4% | -3.2% | -0.1% | -2.3% |
| 30D | -3.1% | -9.5% | +6.4% | +0.2% |
| 3M | +7.2% | +11.5% | -4.3% | +2.1% |
| 6M | +16.2% | -3.5% | +19.7% | +17.0% |
| YTD | +37.5% | +3.7% | +33.8% | +34.4% |
| 1Y | +53.2% | -7.9% | +61.1% | +56.7% |
| All | +72.2% | +25.2% | +47.0% | +52.0% |
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