+214.5%
CVX vs SHW
+339.2%
-124.7%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +3.4% | +1.9% | +1.5% | +2.8% |
| 30D | -1.0% | +8.1% | -9.0% | -3.5% |
| 3M | +12.2% | -2.8% | +15.0% | +12.5% |
| 6M | +20.3% | +15.0% | +5.3% | +13.7% |
| YTD | +48.3% | +9.0% | +39.3% | +41.2% |
| 1Y | +46.9% | +4.5% | +42.4% | +41.9% |
| 3Y | +73.1% | +41.9% | +31.3% | +46.1% |
| 5Y | +135.2% | +10.7% | +124.5% | +115.5% |
| All | +214.5% | +339.2% | -124.7% | +67.7% |
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