+12.0%
SHW vs CPAY
+55.3%
-43.3%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.1% | +1.9% | +1.9% |
| 7D | -3.1% | -2.0% | -1.2% | -2.5% |
| 30D | -10.0% | -0.4% | -9.7% | -10.0% |
| 3M | +2.3% | +16.4% | -14.1% | -2.5% |
| 6M | +0.7% | +23.5% | -22.9% | -6.3% |
| YTD | +0.5% | +35.7% | -35.2% | -10.3% |
| 1Y | -11.5% | +30.2% | -41.6% | -20.1% |
| 3Y | +21.3% | +49.7% | -28.4% | +1.9% |
| All | +12.0% | +55.3% | -43.3% | -14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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