+217.2%
CVX vs SHW
+281.7%
-64.4%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.5% | -0.2% |
| 7D | +0.7% | -4.5% | +5.1% | +1.9% |
| 30D | +9.1% | -12.7% | +21.8% | +13.2% |
| 3M | +13.1% | +4.7% | +8.4% | +10.4% |
| 6M | +16.3% | -3.4% | +19.7% | +15.5% |
| YTD | +43.5% | -1.3% | +44.8% | +41.2% |
| 1Y | +40.2% | -10.4% | +50.5% | +42.0% |
| 3Y | +44.2% | +20.1% | +24.2% | +29.0% |
| 5Y | +170.6% | +10.5% | +160.1% | +142.7% |
| All | +217.2% | +281.7% | -64.4% | +78.6% |
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