+1,776.3%
CVS vs SHW
+21,742.9%
-19,966.6%
-64.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.6% |
| 7D | +10.4% | +0.7% | +9.7% | +10.2% |
| 30D | +3.3% | +8.4% | -5.1% | +0.4% |
| 3M | -4.5% | -2.2% | -2.3% | -4.6% |
| 6M | -4.4% | +13.3% | -17.7% | -8.7% |
| YTD | +16.6% | +9.2% | +7.4% | +12.1% |
| 1Y | +15.3% | +2.9% | +12.4% | +12.6% |
| 3Y | +48.6% | +41.1% | +7.5% | +30.7% |
| 5Y | +12.9% | +11.0% | +1.9% | +4.1% |
| 10Y | +63.2% | +341.2% | -278.1% | -1.2% |
| All | +1,776.3% | +21,742.9% | -19,966.6% | +260.0% |
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