+26.4%
SHW vs CPB
-40.7%
+67.1%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -3.4% | +3.8% | +1.2% |
| 7D | -3.2% | -8.6% | +5.4% | -1.3% |
| 30D | -9.5% | -7.2% | -2.3% | -8.1% |
| 3M | +11.5% | +0.9% | +10.6% | +11.0% |
| 6M | -3.5% | -11.8% | +8.3% | -1.3% |
| YTD | +3.7% | -19.4% | +23.1% | +7.9% |
| 1Y | -7.9% | -30.4% | +22.5% | -1.2% |
| All | +26.4% | -40.7% | +67.1% | +38.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling