+20.3%
SHW vs CAH
+183.2%
-162.9%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -3.2% | -2.2% | -1.0% | -2.9% |
| 30D | -11.4% | +1.2% | -12.6% | -11.5% |
| 3M | +3.5% | +13.1% | -9.6% | +1.9% |
| 6M | -3.4% | +8.5% | -11.8% | -4.5% |
| YTD | -0.3% | +17.6% | -18.0% | -2.5% |
| 1Y | -10.4% | +60.7% | -71.1% | -16.5% |
| All | +20.3% | +183.2% | -162.9% | +0.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling