+167.0%
CVX vs SHW
+16.0%
+151.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.3% | +2.9% | +0.6% |
| 7D | -0.6% | -1.2% | +0.6% | -0.6% |
| 30D | +13.4% | -11.6% | +25.0% | +13.8% |
| 3M | +11.8% | +9.1% | +2.7% | +11.0% |
| 6M | +12.4% | -0.7% | +13.1% | +12.2% |
| YTD | +41.5% | +1.4% | +40.1% | +40.9% |
| 1Y | +41.6% | -12.3% | +53.9% | +43.0% |
| 3Y | +42.2% | +23.4% | +18.9% | +39.5% |
| All | +167.0% | +16.0% | +151.1% | +158.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling