+280.4%
SHW vs CAH
+294.8%
-14.4%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.6% | +2.5% | +2.0% |
| 7D | -3.1% | -5.1% | +2.0% | -1.9% |
| 30D | -10.0% | +0.2% | -10.2% | -10.1% |
| 3M | +2.3% | +6.3% | -4.0% | +0.8% |
| 6M | +0.7% | +9.4% | -8.7% | -1.6% |
| YTD | +0.5% | +15.0% | -14.5% | -3.2% |
| 1Y | -11.5% | +55.4% | -66.9% | -21.1% |
| 3Y | +21.3% | +173.8% | -152.5% | -7.3% |
| 5Y | +12.5% | +395.2% | -382.7% | -27.2% |
| All | +280.4% | +294.8% | -14.4% | +135.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling