-7.9%
SHW vs CAH
+65.8%
-73.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -3.2% | +5.4% | -8.6% | -3.8% |
| 30D | -9.5% | +3.3% | -12.8% | -9.8% |
| 3M | +11.5% | +22.8% | -11.3% | +9.9% |
| 6M | -3.5% | +11.3% | -14.8% | -4.8% |
| YTD | +3.7% | +21.1% | -17.4% | +2.4% |
| 1Y | -7.9% | +67.2% | -75.1% | -12.2% |
| All | -7.9% | +65.8% | -73.7% | -12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 1y: compounded portfolio wealth divided by compounded CAH 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…
1y analysis · Full analysis span regression · 6 months rolling