+40.0%
CVS vs SHW
+288.7%
-248.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.8% | -2.5% | -1.2% |
| 7D | -2.2% | -3.1% | +1.0% | -1.3% |
| 30D | -0.1% | -10.0% | +10.0% | +2.8% |
| 3M | -5.2% | +2.3% | -7.5% | -6.2% |
| 6M | +26.9% | +0.7% | +26.2% | +25.6% |
| YTD | +22.1% | +0.5% | +21.6% | +20.7% |
| 1Y | +30.8% | -11.5% | +42.3% | +33.9% |
| 3Y | +54.4% | +21.3% | +33.1% | +41.6% |
| 5Y | +33.4% | +12.5% | +20.8% | +22.5% |
| All | +40.0% | +288.7% | -248.7% | -10.2% |
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 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