+15.6%
SHW vs CNP
+74.6%
-59.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.4% | +3.7% | +3.9% |
| 7D | +1.6% | -4.3% | +5.9% | +3.4% |
| 30D | +12.1% | +5.7% | +6.4% | +9.2% |
| 3M | -3.0% | +0.9% | -3.9% | -3.6% |
| 6M | +13.5% | -1.1% | +14.6% | +13.6% |
| YTD | +11.2% | +8.3% | +3.0% | +6.5% |
| 1Y | +6.2% | +5.9% | +0.3% | +2.7% |
| 3Y | +45.6% | +64.6% | -19.0% | +11.2% |
| 5Y | +15.6% | +74.6% | -59.0% | -14.0% |
| All | +15.6% | +74.6% | -59.0% | -14.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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