-11.5%
SHW vs CNC
+84.7%
-96.1%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.6% | +0.3% | +1.8% |
| 7D | -3.1% | -0.9% | -2.2% | -3.1% |
| 30D | -10.0% | -1.0% | -9.1% | -10.0% |
| 3M | +2.3% | +4.5% | -2.3% | +2.3% |
| 6M | +0.7% | +85.2% | -84.6% | -0.4% |
| YTD | +0.5% | +61.4% | -60.9% | 0.0% |
| 1Y | -11.5% | +94.9% | -106.4% | -12.8% |
| All | -11.5% | +84.7% | -96.1% | -12.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CNC.
Daily Out/Under-Performance
Portfolio return minus CNC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNC 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 1y: compounded portfolio wealth divided by compounded CNC 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…
1y analysis · Full analysis span regression · 6 months rolling