+19,949.9%
SHW vs CAH
+14,665.6%
+5,284.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.7% | +0.4% | -1.7% |
| 7D | -1.2% | +0.5% | -1.6% | -1.3% |
| 30D | -11.6% | +1.7% | -13.3% | -12.0% |
| 3M | +9.1% | +17.9% | -8.8% | +5.2% |
| 6M | -0.7% | +10.9% | -11.6% | -3.1% |
| YTD | +1.4% | +17.9% | -16.5% | -2.8% |
| 1Y | -12.3% | +61.7% | -74.0% | -21.9% |
| 3Y | +23.4% | +183.7% | -160.4% | -4.0% |
| 5Y | +15.0% | +401.3% | -386.3% | -22.0% |
| 10Y | +278.3% | +293.7% | -15.4% | +157.9% |
| All | +19,949.9% | +14,665.6% | +5,284.3% | +6,858.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling