+11.6%
SHW vs CAH
+401.2%
-389.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.5% | -1.6% |
| 7D | -3.2% | -2.2% | -1.0% | -2.8% |
| 30D | -11.4% | +1.2% | -12.6% | -11.6% |
| 3M | +3.5% | +13.1% | -9.6% | +1.2% |
| 6M | -3.4% | +8.5% | -11.8% | -4.9% |
| YTD | -0.3% | +17.6% | -18.0% | -3.6% |
| 1Y | -10.4% | +60.7% | -71.1% | -19.0% |
| 3Y | +21.3% | +183.2% | -161.9% | -4.9% |
| All | +11.6% | +401.2% | -389.6% | -25.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling