+60.4%
CVS vs SHW
+339.2%
-278.8%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.4% |
| 7D | +6.6% | +1.9% | +4.6% | +6.0% |
| 30D | -0.4% | +8.1% | -8.5% | -3.1% |
| 3M | -5.3% | -2.8% | -2.5% | -5.1% |
| 6M | -7.7% | +15.0% | -22.7% | -12.2% |
| YTD | +16.0% | +9.0% | +7.0% | +11.6% |
| 1Y | +16.2% | +4.5% | +11.7% | +13.1% |
| 3Y | +47.6% | +41.9% | +5.7% | +28.6% |
| 5Y | +12.3% | +10.7% | +1.6% | +4.1% |
| All | +60.4% | +339.2% | -278.8% | +0.8% |
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