+21,907.6%
SHW vs CP
+7,892.9%
+14,014.7%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +2.0% | +2.0% | +3.3% |
| 7D | +1.6% | +2.8% | -1.2% | +0.7% |
| 30D | +12.1% | +11.3% | +0.7% | +8.3% |
| 3M | -3.0% | +2.9% | -5.8% | -3.8% |
| 6M | +13.5% | +9.8% | +3.8% | +10.1% |
| YTD | +11.2% | +28.5% | -17.3% | +2.3% |
| 1Y | +6.2% | +33.5% | -27.3% | -3.6% |
| 3Y | +45.6% | +31.9% | +13.7% | +31.5% |
| 5Y | +15.6% | +25.5% | -9.9% | +5.2% |
| 10Y | +356.5% | +257.6% | +98.9% | +195.1% |
| All | +21,907.6% | +7,892.9% | +14,014.7% | +5,542.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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