+1,907.2%
CVS vs SHW
+20,643.9%
-18,736.7%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -0.9% | -0.6% |
| 7D | +4.0% | -3.2% | +7.2% | +4.9% |
| 30D | -2.4% | -9.5% | +7.1% | +0.3% |
| 3M | +2.7% | +11.5% | -8.8% | -0.9% |
| 6M | +21.9% | -3.5% | +25.4% | +22.2% |
| YTD | +24.7% | +3.7% | +21.0% | +22.3% |
| 1Y | +35.4% | -7.9% | +43.3% | +37.0% |
| 3Y | +65.2% | +24.7% | +40.5% | +51.3% |
| 5Y | +30.5% | +13.6% | +17.0% | +20.1% |
| 10Y | +40.4% | +283.0% | -242.6% | -11.3% |
| All | +1,907.2% | +20,643.9% | -18,736.7% | +293.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling