+45.6%
SHW vs COR
+80.2%
-34.6%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +3.7% | +0.4% | +3.6% |
| 7D | +1.6% | +2.3% | -0.8% | +1.4% |
| 30D | +12.1% | +6.8% | +5.3% | +11.5% |
| 3M | -3.0% | +8.1% | -11.1% | -3.5% |
| 6M | +13.5% | +33.0% | -19.5% | +11.7% |
| YTD | +11.2% | +3.0% | +8.3% | +10.6% |
| 1Y | +6.2% | -3.4% | +9.6% | +6.4% |
| 3Y | +45.6% | +80.1% | -34.5% | +47.0% |
| All | +45.6% | +80.2% | -34.6% | +47.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling