+284.1%
SHW vs COR
+399.7%
-115.6%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.2% | -1.6% |
| 7D | -3.2% | -3.9% | +0.7% | -2.2% |
| 30D | -11.4% | -0.3% | -11.1% | -11.4% |
| 3M | +3.5% | +15.9% | -12.4% | -0.8% |
| 6M | -3.4% | -10.3% | +6.9% | -1.2% |
| YTD | -0.3% | -3.7% | +3.4% | -0.7% |
| 1Y | -10.4% | +9.1% | -19.5% | -14.3% |
| 3Y | +21.3% | +86.6% | -65.3% | -3.6% |
| 5Y | +12.9% | +180.9% | -168.1% | -22.6% |
| 10Y | +284.1% | +407.4% | -123.3% | +119.2% |
| All | +284.1% | +399.7% | -115.6% | +119.2% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 10y: compounded portfolio wealth divided by compounded COR 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…
10y analysis · Full analysis span regression · 6 months rolling