+21,748.4%
SHW vs CNP
+1,902.6%
+19,845.8%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.1% | -1.8% | -0.9% |
| 7D | +4.2% | -3.0% | +7.3% | +4.9% |
| 30D | +11.3% | +6.8% | +4.4% | +9.7% |
| 3M | -1.8% | +3.6% | -5.4% | -2.6% |
| 6M | +12.7% | 0.0% | +12.7% | +12.5% |
| YTD | +10.4% | +9.4% | +1.0% | +8.1% |
| 1Y | +4.7% | +6.8% | -2.1% | +3.0% |
| 3Y | +42.7% | +64.2% | -21.5% | +27.9% |
| 5Y | +14.5% | +76.0% | -61.5% | +1.3% |
| 10Y | +340.7% | +143.3% | +197.4% | +256.4% |
| All | +21,748.4% | +1,902.6% | +19,845.8% | +9,458.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling