+273.5%
SHW vs CPB
-45.5%
+319.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.1% |
| 7D | -4.5% | -5.4% | +0.9% | -3.4% |
| 30D | -12.7% | -7.8% | -4.9% | -11.3% |
| 3M | +4.7% | -6.9% | +11.6% | +6.1% |
| 6M | -3.4% | -12.2% | +8.8% | -1.1% |
| YTD | -1.3% | -21.1% | +19.7% | +3.1% |
| 1Y | -10.4% | -33.5% | +23.2% | -3.0% |
| 3Y | +20.1% | -43.2% | +63.3% | +32.8% |
| 5Y | +10.5% | -40.9% | +51.4% | +20.6% |
| All | +273.5% | -45.5% | +319.0% | +306.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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