+1,320.2%
SHW vs CPAY
+1,528.2%
-208.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -2.2% | 0.0% | -1.6% |
| 7D | -1.2% | +0.6% | -1.7% | -1.3% |
| 30D | -11.6% | +3.6% | -15.2% | -12.6% |
| 3M | +9.1% | +16.6% | -7.5% | +4.0% |
| 6M | -0.7% | +29.5% | -30.1% | -8.8% |
| YTD | +1.4% | +35.3% | -33.9% | -9.1% |
| 1Y | -12.3% | +30.6% | -42.9% | -20.7% |
| 3Y | +23.4% | +49.7% | -26.4% | +5.0% |
| 5Y | +15.0% | +54.4% | -39.4% | -5.2% |
| 10Y | +278.3% | +142.8% | +135.5% | +160.6% |
| All | +1,320.2% | +1,528.2% | -208.0% | +504.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling