+21,462.4%
SHW vs CAH
+17,199.1%
+4,263.3%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.4% |
| 7D | +1.9% | +3.5% | -1.5% | +1.2% |
| 30D | +8.1% | +13.5% | -5.4% | +5.1% |
| 3M | -2.8% | +21.8% | -24.6% | -7.0% |
| 6M | +15.0% | +51.5% | -36.5% | +4.9% |
| YTD | +9.0% | +38.1% | -29.1% | +1.0% |
| 1Y | +4.5% | +37.7% | -33.2% | -3.2% |
| 3Y | +41.9% | +179.6% | -137.8% | +10.9% |
| 5Y | +10.7% | +504.9% | -494.2% | -27.9% |
| 10Y | +340.4% | +418.6% | -78.2% | +183.1% |
| All | +21,462.4% | +17,199.1% | +4,263.3% | +7,125.0% |
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